+244.1%
AG vs CFG
+182.2%
+61.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +3.7% |
| 7D | +10.8% | +0.3% | +10.6% | +10.8% |
| 30D | -8.2% | +3.2% | -11.4% | -8.9% |
| 3M | -13.7% | -9.7% | -4.0% | -11.1% |
| 6M | -27.3% | +3.6% | -30.9% | -28.4% |
| YTD | -4.6% | +14.7% | -19.2% | -8.7% |
| 1Y | +39.4% | +29.6% | +9.8% | +29.3% |
| 3Y | +244.1% | +190.6% | +53.5% | +96.4% |
| All | +244.1% | +182.2% | +61.9% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling