-37.7%
CAG vs URA
+346.2%
-383.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.6% |
| 7D | -5.7% | -5.5% | -0.2% | -5.6% |
| 30D | -2.4% | -3.7% | +1.3% | -2.4% |
| 3M | +9.8% | -2.9% | +12.7% | +9.8% |
| 6M | -10.8% | -15.2% | +4.4% | -10.7% |
| YTD | -10.8% | +1.9% | -12.7% | -11.2% |
| 1Y | -19.0% | +6.9% | -25.9% | -19.6% |
| 3Y | -39.7% | +99.6% | -139.3% | -42.5% |
| 5Y | -43.0% | +101.2% | -144.1% | -46.5% |
| All | -37.7% | +346.2% | -383.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling