+7,210.0%
URI vs CMS
+324.6%
+6,885.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.9% |
| 7D | -9.8% | -1.3% | -8.5% | -9.4% |
| 30D | +1.7% | +6.3% | -4.6% | -0.6% |
| 3M | -9.1% | -2.1% | -7.0% | -8.5% |
| 6M | +9.9% | -5.1% | +14.9% | +11.5% |
| YTD | +31.2% | +1.3% | +30.0% | +30.1% |
| 1Y | +25.9% | -1.4% | +27.3% | +25.9% |
| 3Y | +147.4% | +36.9% | +110.5% | +116.8% |
| 5Y | +179.7% | +32.5% | +147.2% | +145.3% |
| 10Y | +1,419.5% | +126.8% | +1,292.8% | +963.1% |
| All | +7,210.0% | +324.6% | +6,885.4% | +2,503.4% |
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 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