+203.4%
URI vs CMS
+23.4%
+180.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | -12.9% | -3.6% | -9.3% | -12.0% |
| 3M | -6.7% | -1.9% | -4.8% | -6.4% |
| 6M | +19.0% | -11.0% | +30.0% | +22.8% |
| YTD | +25.5% | +0.2% | +25.3% | +25.2% |
| 1Y | +5.5% | -1.3% | +6.9% | +5.7% |
| 3Y | +111.3% | +35.9% | +75.4% | +87.5% |
| All | +203.4% | +23.4% | +180.0% | +167.4% |
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