+58.6%
CAG vs URA
-31.1%
+89.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -3.8% | +1.1% | -4.9% | -3.9% |
| 30D | +3.1% | +7.4% | -4.3% | +2.7% |
| 3M | +23.5% | -8.4% | +31.9% | +23.8% |
| 6M | -14.8% | -12.7% | -2.1% | -14.5% |
| YTD | -5.4% | +7.8% | -13.2% | -6.5% |
| 1Y | -11.8% | +19.5% | -31.3% | -13.8% |
| 3Y | -36.7% | +116.4% | -153.1% | -41.9% |
| 5Y | -40.3% | +134.3% | -174.5% | -46.9% |
| 10Y | -37.0% | +359.3% | -396.3% | -50.7% |
| All | +58.6% | -31.1% | +89.7% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling