+5,967.0%
CF vs AGI
+1,023.7%
+4,943.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +14.8% | +18.2% | -3.4% | +12.1% |
| 3M | +14.1% | -4.1% | +18.2% | +14.0% |
| 6M | +28.5% | -28.7% | +57.2% | +32.4% |
| YTD | +74.9% | -4.0% | +78.9% | +72.0% |
| 1Y | +61.7% | +17.4% | +44.3% | +53.8% |
| 3Y | +80.3% | +203.0% | -122.7% | +47.2% |
| 5Y | +226.0% | +376.7% | -150.7% | +144.8% |
| 10Y | +569.9% | +407.5% | +162.4% | +347.5% |
| All | +5,967.0% | +1,023.7% | +4,943.3% | +2,894.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling