+86.9%
AG vs CPB
-40.1%
+127.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -4.0% | -4.1% | +0.1% | -3.9% |
| 30D | -13.1% | +16.9% | -30.0% | -13.6% |
| 3M | -22.0% | -0.6% | -21.5% | -22.0% |
| 6M | -37.3% | +11.4% | -48.6% | -37.6% |
| YTD | -11.2% | -14.8% | +3.7% | -10.6% |
| 1Y | +23.9% | -24.8% | +48.7% | +25.4% |
| 3Y | +225.1% | -36.6% | +261.8% | +229.0% |
| 5Y | +7.7% | -33.3% | +41.1% | +8.7% |
| 10Y | +86.9% | -40.4% | +127.3% | +66.2% |
| All | +86.9% | -40.1% | +127.0% | +66.2% |
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