+96.4%
AG vs CFG
+360.2%
-263.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +4.3% |
| 7D | +10.8% | +0.3% | +10.6% | +10.8% |
| 30D | -8.2% | +3.2% | -11.4% | -8.5% |
| 3M | -13.7% | -9.7% | -4.0% | -12.7% |
| 6M | -27.3% | +3.6% | -30.9% | -27.6% |
| YTD | -4.6% | +14.7% | -19.2% | -6.0% |
| 1Y | +39.4% | +29.6% | +9.8% | +35.5% |
| 3Y | +244.1% | +190.6% | +53.5% | +206.4% |
| 5Y | +16.8% | +67.1% | -50.3% | +7.6% |
| 10Y | +71.7% | +237.0% | -165.3% | +47.2% |
| All | +96.4% | +360.2% | -263.8% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling