+251.7%
CB vs AG
+76.0%
+175.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | +2.9% | -10.0% | +12.9% | +3.1% |
| 30D | +7.3% | -10.5% | +17.8% | +7.5% |
| 3M | +9.4% | -27.3% | +36.7% | +9.9% |
| 6M | +19.6% | -43.0% | +62.6% | +20.7% |
| YTD | +21.5% | -17.9% | +39.4% | +21.0% |
| 1Y | +28.0% | +11.9% | +16.1% | +26.3% |
| 3Y | +74.9% | +201.8% | -126.9% | +65.3% |
| 5Y | +108.1% | -0.1% | +108.2% | +102.4% |
| All | +251.7% | +76.0% | +175.7% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling