+247.9%
CB vs AG
+80.4%
+167.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.5% |
| 7D | 0.0% | -6.0% | +6.1% | +0.1% |
| 30D | +7.4% | -14.3% | +21.7% | +7.6% |
| 3M | +8.6% | -26.9% | +35.5% | +9.1% |
| 6M | +16.1% | -42.1% | +58.3% | +17.1% |
| YTD | +20.2% | -15.9% | +36.1% | +19.6% |
| 1Y | +27.2% | +11.5% | +15.7% | +25.5% |
| 3Y | +72.7% | +208.0% | -135.3% | +63.2% |
| 5Y | +105.9% | +2.4% | +103.5% | +100.1% |
| All | +247.9% | +80.4% | +167.5% | +229.6% |
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