+77.6%
UMC vs CAG
-41.0%
+118.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.1% |
| 7D | +11.2% | -3.3% | +14.5% | +10.6% |
| 30D | -28.0% | +7.7% | -35.7% | -27.2% |
| 3M | -20.5% | -3.2% | -17.4% | -20.3% |
| 6M | -1.6% | +7.0% | -8.5% | +0.1% |
| YTD | +99.4% | -9.0% | +108.4% | +103.5% |
| 1Y | +120.4% | -9.6% | +130.0% | +125.0% |
| 3Y | +134.2% | -36.0% | +170.2% | +138.0% |
| All | +77.6% | -41.0% | +118.6% | +92.6% |
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 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