+287.4%
AG vs CF
+3,841.3%
-3,553.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -5.3% |
| 7D | -2.9% | +0.4% | -3.3% | -3.5% |
| 30D | -15.1% | +2.2% | -17.3% | -16.3% |
| 3M | -15.4% | +2.1% | -17.5% | -17.0% |
| 6M | -21.9% | -6.5% | -15.4% | -22.1% |
| YTD | -10.4% | +55.6% | -66.0% | -27.6% |
| 1Y | +39.8% | +42.3% | -2.5% | +16.5% |
| 3Y | +209.5% | +55.7% | +153.8% | +144.0% |
| 5Y | +12.5% | +122.4% | -109.9% | -26.3% |
| 10Y | +79.5% | +568.5% | -489.1% | -36.7% |
| All | +287.4% | +3,841.3% | -3,553.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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