+34.5%
CMS vs URA
+25.6%
+8.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +1.7% | -1.5% | +3.3% | +1.8% |
| 30D | +6.2% | -10.4% | +16.6% | +6.5% |
| 3M | +0.6% | -29.6% | +30.3% | +1.8% |
| 6M | -1.8% | -40.3% | +38.5% | +0.1% |
| YTD | +3.8% | -25.5% | +29.3% | +4.3% |
| 1Y | -1.8% | -26.4% | +24.7% | -1.3% |
| 3Y | +39.8% | +31.4% | +8.4% | +32.7% |
| All | +34.5% | +25.6% | +8.9% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling