+223.5%
CB vs AGI
+398.0%
-174.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -0.5% | +2.2% | -2.7% | -0.5% |
| 30D | -3.1% | +11.3% | -14.3% | -3.0% |
| 3M | +4.2% | +5.6% | -1.5% | +4.2% |
| 6M | +4.7% | -27.7% | +32.4% | +4.8% |
| YTD | +8.8% | -4.1% | +12.9% | +8.9% |
| 1Y | +22.6% | +13.8% | +8.8% | +22.6% |
| 3Y | +70.6% | +217.0% | -146.4% | +70.9% |
| 5Y | +99.4% | +404.3% | -304.9% | +100.3% |
| 10Y | +223.5% | +400.5% | -177.1% | +233.2% |
| All | +223.5% | +398.0% | -174.5% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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