+107.5%
UL vs CAG
-38.0%
+145.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -2.5% | -6.2% | +3.7% | -0.9% |
| 30D | +5.7% | +7.4% | -1.8% | +3.8% |
| 3M | +7.0% | -1.6% | +8.6% | +7.2% |
| 6M | +16.1% | +6.3% | +9.7% | +14.0% |
| YTD | +3.6% | -10.1% | +13.7% | +5.5% |
| 1Y | -1.4% | -10.2% | +8.9% | +0.5% |
| 3Y | +34.1% | -37.3% | +71.4% | +46.9% |
| 5Y | +32.0% | -41.6% | +73.6% | +46.6% |
| All | +107.5% | -38.0% | +145.6% | +123.5% |
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