+218.9%
CB vs AG
+60.0%
+158.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.9% |
| 7D | +0.5% | +1.0% | -0.5% | +0.5% |
| 30D | -3.1% | +19.2% | -22.3% | -3.5% |
| 3M | +9.0% | +6.2% | +2.8% | +8.7% |
| 6M | +2.9% | -26.7% | +29.5% | +3.4% |
| YTD | +10.1% | +26.1% | -16.0% | +8.9% |
| 1Y | +22.8% | +131.7% | -108.9% | +18.9% |
| 3Y | +73.8% | +255.3% | -181.5% | +64.3% |
| 5Y | +99.2% | +61.9% | +37.2% | +91.7% |
| All | +218.9% | +60.0% | +158.9% | +215.7% |
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