+20.6%
UL vs CAG
-41.8%
+62.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -3.2% | -6.6% | +3.4% | -1.2% |
| 30D | -0.6% | +2.3% | -2.9% | -1.3% |
| 3M | +9.4% | +16.3% | -6.9% | +4.4% |
| 6M | -4.1% | -16.0% | +11.9% | +0.4% |
| YTD | -2.0% | -7.7% | +5.7% | -0.3% |
| 1Y | -9.0% | -16.0% | +7.1% | -5.0% |
| 3Y | +21.8% | -37.7% | +59.5% | +37.1% |
| 5Y | +20.6% | -41.2% | +61.8% | +36.7% |
| All | +20.6% | -41.8% | +62.4% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling