+1,842.6%
UMC vs CAG
-36.2%
+1,878.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.3% |
| 7D | +9.0% | -5.7% | +14.7% | +8.9% |
| 30D | +17.2% | -2.4% | +19.7% | +17.2% |
| 3M | +11.4% | +9.8% | +1.6% | +11.5% |
| 6M | +137.5% | -10.8% | +148.4% | +138.7% |
| YTD | +193.1% | -10.8% | +203.9% | +194.8% |
| 1Y | +240.3% | -19.0% | +259.3% | +242.9% |
| 3Y | +262.2% | -39.7% | +301.9% | +266.5% |
| 5Y | +143.1% | -43.0% | +186.1% | +146.7% |
| All | +1,842.6% | -36.2% | +1,878.7% | +1,826.6% |
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