+312.9%
AG vs CPB
+16.4%
+296.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +4.8% |
| 7D | +10.8% | +3.3% | +7.6% | +10.4% |
| 30D | -8.2% | +19.0% | -27.2% | -10.3% |
| 3M | -13.7% | +0.4% | -14.1% | -13.9% |
| 6M | -27.3% | +13.0% | -40.2% | -28.8% |
| YTD | -4.6% | -12.7% | +8.2% | -3.4% |
| 1Y | +39.4% | -20.9% | +60.2% | +42.8% |
| 3Y | +244.1% | -35.4% | +279.5% | +257.8% |
| 5Y | +16.8% | -32.3% | +49.1% | +19.4% |
| 10Y | +71.7% | -40.5% | +112.2% | +77.7% |
| All | +312.9% | +16.4% | +296.5% | +252.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling