+103.2%
CB vs AGI
+310.5%
-207.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | +0.2% | +16.0% | -15.7% | +0.1% |
| 30D | +9.1% | +1.0% | +8.1% | +9.0% |
| 3M | +3.4% | +2.5% | +1.0% | +3.3% |
| 6M | +14.1% | -24.0% | +38.1% | +14.5% |
| YTD | +18.0% | -17.2% | +35.3% | +17.9% |
| 1Y | +30.1% | +4.9% | +25.2% | +29.0% |
| 3Y | +71.8% | +142.6% | -70.8% | +65.0% |
| All | +103.2% | +310.5% | -207.3% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling