+51.4%
CF vs AGI
-15.8%
+67.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +4.8% | -10.1% | +14.9% | +3.9% |
| 30D | +4.7% | -6.5% | +11.2% | +4.5% |
| 3M | +7.4% | -12.8% | +20.2% | +7.0% |
| 6M | +0.6% | -34.3% | +34.9% | -1.1% |
| YTD | +64.1% | -25.6% | +89.7% | +56.1% |
| 1Y | +51.4% | -14.2% | +65.6% | +39.3% |
| All | +51.4% | -15.8% | +67.2% | +39.3% |
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