-40.5%
CAG vs URA
+33.4%
-73.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.8% | -2.3% |
| 7D | -1.8% | +2.9% | -4.6% | -1.6% |
| 30D | +9.7% | -10.8% | +20.5% | +9.2% |
| 3M | +0.5% | -25.5% | +26.0% | -0.6% |
| 6M | +8.9% | -41.2% | +50.1% | +7.1% |
| YTD | -8.4% | -21.3% | +12.9% | -8.9% |
| 1Y | -8.3% | -25.7% | +17.4% | -8.9% |
| 3Y | -36.1% | +43.1% | -79.2% | -36.4% |
| All | -40.5% | +33.4% | -73.8% | -40.5% |
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