+208.4%
AGI vs CLBK
+52.2%
+156.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.7% | -1.5% | -1.3% | -2.8% |
| 30D | +7.2% | -1.0% | +8.3% | +7.2% |
| 3M | +4.3% | +22.9% | -18.7% | +4.6% |
| 6M | -27.1% | +44.2% | -71.3% | -26.5% |
| YTD | -6.6% | +64.0% | -70.6% | -5.1% |
| 1Y | +9.5% | +65.7% | -56.2% | +11.7% |
| 3Y | +208.4% | +54.1% | +154.4% | +218.1% |
| All | +208.4% | +52.2% | +156.2% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling