+574.3%
CF vs AGI
+373.6%
+200.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -0.9% | +4.4% | -5.3% | -1.2% |
| 30D | +18.1% | +10.0% | +8.1% | +17.4% |
| 3M | +23.4% | +1.7% | +21.6% | +23.0% |
| 6M | +17.1% | -26.8% | +43.9% | +18.8% |
| YTD | +76.2% | -5.3% | +81.6% | +74.9% |
| 1Y | +62.3% | +11.5% | +50.8% | +58.7% |
| 3Y | +71.8% | +212.9% | -141.1% | +55.0% |
| 5Y | +234.6% | +388.8% | -154.2% | +190.5% |
| 10Y | +574.3% | +383.6% | +190.7% | +494.1% |
| All | +574.3% | +373.6% | +200.7% | +494.1% |
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