+103.8%
U vs CAG
-34.3%
+138.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +32.3% | +4.6% | +27.7% | +32.7% |
| 30D | +9.7% | +14.7% | -5.0% | +10.9% |
| 3M | +19.6% | +2.4% | +17.2% | +20.2% |
| 6M | +82.6% | +10.7% | +71.9% | +84.4% |
| YTD | +16.4% | -5.5% | +22.0% | +13.7% |
| 1Y | +28.5% | -4.6% | +33.1% | +25.3% |
| 3Y | +103.8% | -34.4% | +138.2% | +114.0% |
| All | +103.8% | -34.3% | +138.1% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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