+47.0%
CF vs AGI
+1.7%
+45.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.1% |
| 7D | -0.9% | +17.4% | -18.3% | +0.5% |
| 30D | +6.9% | -0.9% | +7.9% | +7.3% |
| 3M | +4.8% | -1.6% | +6.4% | +5.4% |
| 6M | +4.7% | -24.7% | +29.4% | +4.1% |
| YTD | +56.5% | -15.3% | +71.8% | +50.3% |
| All | +47.0% | +1.7% | +45.3% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling