+131.7%
AG vs CPB
-32.6%
+164.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.4% |
| 7D | +1.0% | -8.6% | +9.6% | -0.1% |
| 30D | +19.2% | -7.2% | +26.4% | +18.0% |
| 3M | +6.2% | +0.9% | +5.3% | +7.6% |
| 6M | -26.7% | -11.8% | -14.9% | -27.9% |
| YTD | +26.1% | -19.4% | +45.5% | +21.5% |
| 1Y | +131.7% | -30.4% | +162.0% | +105.4% |
| All | +131.7% | -32.6% | +164.3% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling