+104.2%
CB vs AG
+5.9%
+98.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.4% | +1.5% |
| 7D | +0.7% | +6.0% | -5.3% | +0.7% |
| 30D | +8.2% | -13.5% | +21.7% | +8.2% |
| 3M | +6.3% | -20.7% | +27.0% | +6.3% |
| 6M | +16.2% | -31.5% | +47.7% | +16.3% |
| YTD | +19.3% | -10.1% | +29.5% | +18.8% |
| 1Y | +29.2% | +26.0% | +3.2% | +27.8% |
| 3Y | +71.4% | +228.9% | -157.4% | +64.7% |
| 5Y | +104.2% | +8.7% | +95.6% | +115.8% |
| All | +104.2% | +5.9% | +98.3% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling