+207.2%
UMC vs CAG
-13.1%
+220.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.3% |
| 7D | +5.0% | -3.8% | +8.7% | +3.6% |
| 30D | +7.7% | +3.1% | +4.5% | +9.0% |
| 3M | +1.7% | +23.5% | -21.8% | +7.7% |
| 6M | +113.9% | -14.8% | +128.8% | +124.6% |
| YTD | +168.9% | -5.4% | +174.3% | +191.3% |
| 1Y | +207.2% | -11.8% | +219.0% | +222.2% |
| All | +207.2% | -13.1% | +220.3% | +222.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling