+790.5%
CB vs AG
+445.6%
+344.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | +0.5% | +1.0% | -0.5% | +0.4% |
| 30D | -3.1% | +19.2% | -22.3% | -3.9% |
| 3M | +9.0% | +6.2% | +2.8% | +8.3% |
| 6M | +2.9% | -26.7% | +29.5% | +3.7% |
| YTD | +10.1% | +26.1% | -16.0% | +7.7% |
| 1Y | +22.8% | +131.7% | -108.9% | +16.1% |
| 3Y | +73.8% | +255.3% | -181.5% | +58.0% |
| 5Y | +99.2% | +61.9% | +37.2% | +85.8% |
| 10Y | +218.2% | +72.0% | +146.2% | +181.5% |
| All | +790.5% | +445.6% | +344.8% | +444.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling