+7,128.3%
URI vs CMS
+333.8%
+6,794.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -7.0% |
| 7D | -12.9% | +1.7% | -14.6% | -13.5% |
| 30D | -3.4% | +8.6% | -12.0% | -6.3% |
| 3M | -10.0% | -0.5% | -9.5% | -10.0% |
| 6M | +12.2% | -4.2% | +16.4% | +13.4% |
| YTD | +29.8% | +3.4% | +26.3% | +27.6% |
| 1Y | +24.6% | +0.4% | +24.2% | +23.8% |
| 3Y | +137.6% | +38.2% | +99.4% | +107.6% |
| 5Y | +176.6% | +35.4% | +141.2% | +140.8% |
| 10Y | +1,402.6% | +131.7% | +1,270.9% | +943.2% |
| All | +7,128.3% | +333.8% | +6,794.5% | +2,454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling