-37.1%
CAG vs URA
+121.0%
-158.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.2% |
| 7D | -5.3% | +8.1% | -13.4% | -4.6% |
| 30D | +1.0% | +5.8% | -4.8% | +1.5% |
| 3M | +17.4% | +3.4% | +13.9% | +18.0% |
| 6M | -16.8% | -2.6% | -14.2% | -16.4% |
| YTD | -6.8% | +11.2% | -17.9% | -4.9% |
| 1Y | -15.4% | +19.8% | -35.2% | -12.9% |
| 3Y | -37.1% | +121.5% | -158.5% | -34.2% |
| All | -37.1% | +121.0% | -158.1% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling