+30.1%
CB vs AG
+40.6%
-10.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.7% |
| 7D | +0.2% | +6.3% | -6.1% | +0.6% |
| 30D | +9.1% | -8.9% | +18.0% | +8.6% |
| 3M | +3.4% | -12.2% | +15.6% | +3.0% |
| 6M | +14.1% | -28.3% | +42.4% | +13.2% |
| YTD | +18.0% | -8.8% | +26.8% | +18.0% |
| 1Y | +30.1% | +39.4% | -9.2% | +31.4% |
| All | +30.1% | +40.6% | -10.5% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling