+33.8%
UL vs CAG
-41.0%
+74.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.7% |
| 7D | +1.1% | -3.3% | +4.5% | +2.2% |
| 30D | +4.5% | +7.7% | -3.2% | +2.1% |
| 3M | +6.5% | -3.2% | +9.7% | +7.3% |
| 6M | +18.2% | +7.0% | +11.2% | +15.2% |
| YTD | +4.7% | -9.0% | +13.7% | +6.7% |
| 1Y | +0.8% | -9.6% | +10.4% | +2.9% |
| 3Y | +35.9% | -36.0% | +71.9% | +51.0% |
| All | +33.8% | -41.0% | +74.8% | +51.2% |
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