+88.6%
AG vs CPB
-33.6%
+122.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -6.7% | -1.8% | -4.9% | -6.9% |
| 30D | +2.2% | -7.1% | +9.2% | +1.4% |
| 3M | +15.7% | -6.0% | +21.7% | +15.9% |
| 6M | -23.8% | -5.3% | -18.5% | -23.5% |
| YTD | +17.6% | -20.8% | +38.5% | +12.3% |
| 1Y | +88.6% | -33.8% | +122.5% | +56.7% |
| All | +88.6% | -33.6% | +122.3% | +56.7% |
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 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