+248.2%
CB vs AG
+89.9%
+158.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.8% |
| 7D | +0.2% | +6.3% | -6.1% | +0.1% |
| 30D | +9.1% | -8.9% | +18.0% | +9.2% |
| 3M | +3.4% | -12.2% | +15.6% | +3.5% |
| 6M | +14.1% | -28.3% | +42.4% | +14.5% |
| YTD | +18.0% | -8.8% | +26.8% | +17.3% |
| 1Y | +30.1% | +39.4% | -9.2% | +27.8% |
| 3Y | +71.8% | +229.4% | -157.6% | +62.3% |
| 5Y | +101.8% | +14.5% | +87.3% | +95.7% |
| All | +248.2% | +89.9% | +158.3% | +230.4% |
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