+72.8%
AG vs CFG
+99.7%
-26.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +12.5% | -4.5% | +17.0% | +13.4% |
| 3M | +28.2% | +6.3% | +21.8% | +26.3% |
| 6M | -18.8% | +20.6% | -39.4% | -22.0% |
| YTD | +27.4% | +21.2% | +6.1% | +22.4% |
| 1Y | +132.2% | +38.2% | +94.0% | +117.5% |
| 3Y | +286.9% | +185.9% | +100.9% | +213.5% |
| 5Y | +72.8% | +97.0% | -24.2% | +42.1% |
| All | +72.8% | +99.7% | -26.9% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling