-4.2%
CMS vs URA
-44.2%
+40.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.8% | -0.8% |
| 7D | +1.7% | -13.3% | +14.9% | +0.7% |
| 30D | +8.6% | -25.9% | +34.5% | +7.0% |
| 3M | -0.5% | -27.8% | +27.3% | -1.8% |
| 6M | -4.2% | -42.8% | +38.7% | -4.9% |
| All | -4.2% | -44.2% | +40.1% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling