+64.4%
UL vs CAG
-36.2%
+100.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -3.4% | -5.7% | +2.3% | -2.0% |
| 30D | +0.5% | -2.4% | +2.9% | +1.0% |
| 3M | +7.2% | +9.8% | -2.6% | +4.8% |
| 6M | -3.1% | -10.8% | +7.8% | -0.8% |
| YTD | -2.7% | -10.8% | +8.1% | -0.6% |
| 1Y | -10.2% | -19.0% | +8.7% | -6.4% |
| 3Y | +20.3% | -39.7% | +59.9% | +32.9% |
| 5Y | +19.9% | -43.0% | +62.9% | +33.9% |
| All | +64.4% | -36.2% | +100.5% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling