+67.9%
AG vs CPB
-38.5%
+106.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.0% |
| 7D | +4.5% | -8.2% | +12.7% | +4.4% |
| 30D | +12.9% | -5.6% | +18.5% | +12.8% |
| 3M | +20.9% | +3.0% | +18.0% | +21.2% |
| 6M | -19.5% | -12.7% | -6.8% | -19.5% |
| YTD | +24.8% | -18.0% | +42.8% | +24.8% |
| 1Y | +120.2% | -31.7% | +152.0% | +120.5% |
| 3Y | +279.0% | -41.0% | +320.0% | +272.4% |
| 5Y | +67.9% | -38.4% | +106.3% | +71.0% |
| All | +67.9% | -38.5% | +106.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling