+101.0%
CB vs AG
+64.2%
+36.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | +9.0% | +6.2% | +2.8% | +9.0% |
| 6M | +2.9% | -26.7% | +29.5% | +3.4% |
| YTD | +10.1% | +26.1% | -16.0% | +9.5% |
| 1Y | +22.8% | +131.7% | -108.9% | +20.1% |
| 3Y | +73.8% | +255.3% | -181.5% | +66.9% |
| All | +101.0% | +64.2% | +36.8% | +100.4% |
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 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