+89.0%
AG vs CFG
+221.6%
-132.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.4% | -5.8% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | -13.5% | +2.8% | -16.3% | -13.8% |
| 3M | -20.7% | -10.1% | -10.6% | -19.5% |
| 6M | -31.5% | +3.2% | -34.7% | -31.9% |
| YTD | -10.1% | +14.2% | -24.3% | -11.7% |
| 1Y | +26.0% | +27.4% | -1.4% | +22.2% |
| 3Y | +228.9% | +187.6% | +41.3% | +186.7% |
| 5Y | +8.7% | +65.7% | -57.0% | -1.2% |
| All | +89.0% | +221.6% | -132.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling