+56.7%
CAG vs UUUU
-92.5%
+149.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -2.6% |
| 7D | -5.9% | -5.0% | -0.9% | -5.8% |
| 30D | -1.5% | -7.8% | +6.2% | -1.4% |
| 3M | +11.5% | -0.4% | +11.9% | +11.3% |
| 6M | -15.7% | -32.9% | +17.2% | -15.3% |
| YTD | -10.2% | -6.3% | -3.9% | -10.6% |
| 1Y | -18.1% | +7.9% | -26.0% | -18.9% |
| 3Y | -39.4% | +85.2% | -124.6% | -41.2% |
| 5Y | -42.6% | +97.0% | -139.6% | -45.1% |
| 10Y | -35.6% | +492.6% | -528.2% | -41.9% |
| All | +56.7% | -92.5% | +149.2% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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