+243.0%
CB vs AG
+77.4%
+165.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.5% |
| 7D | -1.5% | +10.8% | -12.3% | -1.7% |
| 30D | +6.5% | -8.2% | +14.7% | +6.6% |
| 3M | +4.1% | -13.7% | +17.7% | +4.2% |
| 6M | +14.4% | -27.3% | +41.7% | +14.9% |
| YTD | +17.5% | -4.6% | +22.1% | +16.7% |
| 1Y | +27.5% | +39.4% | -11.8% | +25.3% |
| 3Y | +71.6% | +244.1% | -172.5% | +62.0% |
| 5Y | +100.6% | +16.8% | +83.8% | +94.6% |
| 10Y | +243.0% | +71.7% | +171.3% | +222.8% |
| All | +243.0% | +77.4% | +165.6% | +222.8% |
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