-41.2%
CAG vs URA
+132.7%
-173.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -1.0% |
| 7D | -6.6% | +5.7% | -12.3% | -6.4% |
| 30D | +2.3% | +5.6% | -3.3% | +2.5% |
| 3M | +16.3% | +6.2% | +10.1% | +16.7% |
| 6M | -16.0% | -8.2% | -7.8% | -16.0% |
| YTD | -7.7% | +9.7% | -17.4% | -7.1% |
| 1Y | -16.0% | +17.0% | -33.0% | -15.4% |
| 3Y | -37.7% | +118.5% | -156.2% | -37.4% |
| 5Y | -41.2% | +134.3% | -175.6% | -41.1% |
| All | -41.2% | +132.7% | -173.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling