+179.2%
URI vs CMS
+32.6%
+146.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.8% |
| 7D | -9.8% | -1.3% | -8.5% | -9.5% |
| 30D | +1.7% | +6.3% | -4.6% | -0.2% |
| 3M | -9.1% | -2.1% | -7.0% | -8.6% |
| 6M | +9.9% | -5.1% | +14.9% | +11.2% |
| YTD | +31.2% | +1.3% | +30.0% | +30.3% |
| 1Y | +25.9% | -1.4% | +27.3% | +26.0% |
| 3Y | +147.4% | +36.9% | +110.5% | +116.8% |
| All | +179.2% | +32.6% | +146.6% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling