+540.3%
CMS vs URA
-53.7%
+594.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.8% | 0.0% |
| 7D | +1.7% | -13.3% | +14.9% | +2.9% |
| 30D | +8.6% | -25.9% | +34.5% | +11.4% |
| 3M | -0.5% | -27.8% | +27.3% | +2.2% |
| 6M | -4.2% | -42.8% | +38.7% | +0.1% |
| YTD | +3.4% | -27.5% | +30.9% | +5.1% |
| 1Y | +0.4% | -35.1% | +35.6% | +3.0% |
| 3Y | +38.2% | +31.1% | +7.2% | +28.7% |
| 5Y | +35.4% | +29.8% | +5.6% | +23.8% |
| 10Y | +131.7% | +265.1% | -133.4% | +71.8% |
| All | +540.3% | -53.7% | +594.0% | +518.3% |
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