+265.9%
UMC vs CAG
+165.4%
+100.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.2% | -2.0% |
| 7D | +11.4% | -5.9% | +17.3% | +12.7% |
| 30D | +16.8% | -1.5% | +18.3% | +17.0% |
| 3M | +19.1% | +11.5% | +7.6% | +15.2% |
| 6M | +137.4% | -15.7% | +153.1% | +143.9% |
| YTD | +186.4% | -10.2% | +196.6% | +189.3% |
| 1Y | +229.1% | -18.1% | +247.1% | +238.7% |
| 3Y | +257.9% | -39.4% | +297.3% | +289.2% |
| 5Y | +137.5% | -42.6% | +180.1% | +158.1% |
| 10Y | +1,808.2% | -35.6% | +1,843.8% | +1,736.4% |
| All | +265.9% | +165.4% | +100.5% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling