+445.6%
AG vs CPB
+7.5%
+438.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.5% |
| 7D | +1.0% | -8.6% | +9.6% | +2.1% |
| 30D | +19.2% | -7.2% | +26.4% | +20.3% |
| 3M | +6.2% | +0.9% | +5.3% | +5.7% |
| 6M | -26.7% | -11.8% | -14.9% | -25.7% |
| YTD | +26.1% | -19.4% | +45.5% | +29.1% |
| 1Y | +131.7% | -30.4% | +162.0% | +141.2% |
| 3Y | +255.3% | -40.2% | +295.5% | +273.1% |
| 5Y | +61.9% | -39.5% | +101.4% | +68.5% |
| 10Y | +72.0% | -47.4% | +119.4% | +82.3% |
| All | +445.6% | +7.5% | +438.1% | +371.1% |
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