+70.1%
CB vs AGI
+208.5%
-138.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | -0.6% | +4.4% | -5.0% | -0.6% |
| 30D | -3.9% | +10.0% | -13.9% | -3.8% |
| 3M | +4.9% | +1.7% | +3.2% | +5.1% |
| 6M | +3.3% | -26.8% | +30.0% | +3.8% |
| YTD | +8.5% | -5.3% | +13.8% | +8.4% |
| 1Y | +22.1% | +11.5% | +10.6% | +21.1% |
| 3Y | +70.1% | +212.9% | -142.8% | +62.7% |
| All | +70.1% | +208.5% | -138.4% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling