+23.9%
UL vs CAG
-36.6%
+60.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -1.3% | -5.3% | +4.0% | +0.1% |
| 30D | +0.9% | +1.0% | -0.1% | +0.6% |
| 3M | +14.2% | +17.4% | -3.1% | +9.4% |
| 6M | -3.2% | -16.8% | +13.6% | +0.7% |
| YTD | -0.3% | -6.8% | +6.5% | +0.8% |
| 1Y | -8.8% | -15.4% | +6.6% | -5.8% |
| 3Y | +23.9% | -37.1% | +60.9% | +37.0% |
| All | +23.9% | -36.6% | +60.5% | +37.0% |
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