-43.5%
CAG vs AGI
+400.3%
-443.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -5.7% | -2.7% | -2.9% | -5.6% |
| 30D | -2.4% | +7.2% | -9.7% | -2.7% |
| 3M | +9.8% | +4.3% | +5.5% | +9.5% |
| 6M | -10.8% | -27.1% | +16.2% | -10.0% |
| YTD | -10.8% | -6.6% | -4.2% | -10.8% |
| 1Y | -19.0% | +9.5% | -28.5% | -19.5% |
| 3Y | -39.7% | +208.4% | -248.1% | -44.1% |
| All | -43.5% | +400.3% | -443.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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