+294.5%
AG vs CF
+3,868.5%
-3,574.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +6.3% | -3.2% | +9.5% | +7.1% |
| 30D | -8.9% | +4.3% | -13.3% | -10.9% |
| 3M | -12.2% | +2.8% | -15.0% | -14.0% |
| 6M | -28.3% | +0.6% | -28.9% | -30.0% |
| YTD | -8.8% | +56.6% | -65.5% | -26.5% |
| 1Y | +39.4% | +49.6% | -10.3% | +14.2% |
| 3Y | +229.4% | +61.5% | +167.9% | +156.3% |
| 5Y | +14.5% | +124.0% | -109.4% | -25.1% |
| 10Y | +82.7% | +573.2% | -490.5% | -35.7% |
| All | +294.5% | +3,868.5% | -3,574.1% | -38.8% |
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