+159.5%
AG vs CFG
+396.4%
-236.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +1.0% | +1.5% | -0.5% | +0.8% |
| 30D | +19.2% | -3.8% | +23.0% | +19.7% |
| 3M | +6.2% | +11.5% | -5.3% | +4.7% |
| 6M | -26.7% | +19.2% | -45.9% | -28.2% |
| YTD | +26.1% | +23.7% | +2.4% | +23.0% |
| 1Y | +131.7% | +38.8% | +92.8% | +123.0% |
| 3Y | +255.3% | +178.9% | +76.4% | +216.3% |
| 5Y | +61.9% | +101.8% | -39.8% | +46.6% |
| 10Y | +72.0% | +317.3% | -245.2% | +47.3% |
| All | +159.5% | +396.4% | -236.8% | +122.2% |
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 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