+244.1%
AGI vs CPB
-33.2%
+277.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.8% |
| 7D | -10.1% | -1.6% | -8.6% | -10.0% |
| 30D | -6.5% | +19.2% | -25.7% | -8.0% |
| 3M | -12.8% | -0.9% | -11.9% | -12.7% |
| 6M | -34.3% | +15.2% | -49.5% | -35.3% |
| YTD | -25.6% | -13.1% | -12.5% | -24.7% |
| 1Y | -14.2% | -22.4% | +8.2% | -12.5% |
| 3Y | +127.3% | -35.3% | +162.6% | +132.7% |
| All | +244.1% | -33.2% | +277.4% | +253.1% |
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 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