+1,135.8%
URI vs CMS
+140.2%
+995.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.8% |
| 7D | +6.7% | +1.7% | +5.0% | +6.1% |
| 30D | +8.9% | +6.2% | +2.7% | +6.6% |
| 3M | +0.5% | +0.6% | -0.1% | +0.2% |
| 6M | +20.7% | -1.8% | +22.4% | +20.9% |
| YTD | +40.0% | +3.8% | +36.2% | +37.7% |
| 1Y | +34.4% | -1.8% | +36.2% | +34.6% |
| 3Y | +149.5% | +39.8% | +109.6% | +117.8% |
| 5Y | +205.6% | +37.1% | +168.5% | +165.7% |
| All | +1,135.8% | +140.2% | +995.6% | +1,137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling