+65.7%
AG vs CPB
-38.9%
+104.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -2.6% |
| 7D | -10.0% | -1.6% | -8.4% | -9.9% |
| 30D | -10.5% | +19.2% | -29.7% | -11.1% |
| 3M | -27.3% | -0.9% | -26.3% | -27.2% |
| 6M | -43.0% | +15.2% | -58.2% | -43.3% |
| YTD | -17.9% | -13.1% | -4.8% | -17.5% |
| 1Y | +11.9% | -22.4% | +34.3% | +13.0% |
| 3Y | +201.8% | -35.3% | +237.1% | +205.0% |
| 5Y | -0.1% | -33.0% | +32.9% | +0.8% |
| All | +65.7% | -38.9% | +104.6% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling