+49.6%
CF vs AGI
+2.1%
+47.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.9% |
| 7D | -3.2% | +16.0% | -19.1% | -2.0% |
| 30D | +4.3% | +1.0% | +3.4% | +4.8% |
| 3M | +2.8% | +2.5% | +0.3% | +3.7% |
| 6M | +0.6% | -24.0% | +24.7% | +0.1% |
| YTD | +56.6% | -17.2% | +73.9% | +50.0% |
| 1Y | +49.6% | +4.9% | +44.7% | +35.9% |
| All | +49.6% | +2.1% | +47.5% | +35.9% |
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