+263.0%
UMC vs CAG
-37.6%
+300.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.8% |
| 7D | +13.6% | -6.6% | +20.2% | +12.4% |
| 30D | +20.8% | +2.3% | +18.5% | +21.3% |
| 3M | +16.1% | +16.3% | -0.2% | +18.9% |
| 6M | +137.3% | -16.0% | +153.3% | +141.0% |
| YTD | +193.8% | -7.7% | +201.5% | +200.7% |
| 1Y | +236.1% | -16.0% | +252.1% | +242.6% |
| All | +263.0% | -37.6% | +300.6% | +265.9% |
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