+520.2%
CMS vs URA
-31.1%
+551.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | -3.6% | +7.4% | -11.0% | -4.3% |
| 3M | -1.9% | -8.4% | +6.5% | -1.4% |
| 6M | -11.0% | -12.7% | +1.7% | -10.4% |
| YTD | +0.2% | +7.8% | -7.6% | -1.6% |
| 1Y | -1.3% | +19.5% | -20.8% | -4.6% |
| 3Y | +35.9% | +116.4% | -80.5% | +20.8% |
| 5Y | +23.1% | +134.3% | -111.2% | +5.5% |
| 10Y | +117.9% | +359.3% | -241.3% | +60.3% |
| All | +520.2% | -31.1% | +551.3% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling