+176.6%
URI vs CMS
+36.2%
+140.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | -12.9% | +1.7% | -14.6% | -13.4% |
| 30D | -3.4% | +8.6% | -12.0% | -5.8% |
| 3M | -10.0% | -0.5% | -9.5% | -9.9% |
| 6M | +12.2% | -4.2% | +16.4% | +13.3% |
| YTD | +29.8% | +3.4% | +26.3% | +28.1% |
| 1Y | +24.6% | +0.4% | +24.2% | +24.0% |
| 3Y | +137.6% | +38.2% | +99.4% | +108.0% |
| 5Y | +176.6% | +35.4% | +141.2% | +140.4% |
| All | +176.6% | +36.2% | +140.4% | +140.4% |
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 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