+220.7%
CF vs AGI
+385.7%
-165.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.1% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +14.8% | +18.2% | -3.4% | +13.3% |
| 3M | +14.1% | -4.1% | +18.2% | +14.3% |
| 6M | +28.5% | -28.7% | +57.2% | +32.3% |
| YTD | +74.9% | -4.0% | +78.9% | +71.8% |
| 1Y | +61.7% | +17.4% | +44.3% | +53.5% |
| 3Y | +80.3% | +203.0% | -122.7% | +44.0% |
| All | +220.7% | +385.7% | -165.0% | +131.6% |
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