+111.8%
CAG vs AGI
+5,453.2%
-5,341.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -6.6% | +2.2% | -8.8% | -6.7% |
| 30D | +2.3% | +11.3% | -9.0% | +1.9% |
| 3M | +16.3% | +5.6% | +10.7% | +16.0% |
| 6M | -16.0% | -27.7% | +11.6% | -15.4% |
| YTD | -7.7% | -4.1% | -3.6% | -7.9% |
| 1Y | -16.0% | +13.8% | -29.8% | -16.7% |
| 3Y | -37.7% | +217.0% | -254.7% | -40.5% |
| 5Y | -41.2% | +404.3% | -445.6% | -44.9% |
| 10Y | -33.8% | +400.5% | -434.3% | -38.9% |
| All | +111.8% | +5,453.2% | -5,341.4% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling