+5,331.8%
CF vs AGI
+868.5%
+4,463.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | -3.2% | +16.0% | -19.1% | -5.1% |
| 30D | +4.3% | +1.0% | +3.4% | +3.9% |
| 3M | +2.8% | +2.5% | +0.3% | +1.9% |
| 6M | +0.6% | -24.0% | +24.7% | +3.1% |
| YTD | +56.6% | -17.2% | +73.9% | +56.5% |
| 1Y | +49.6% | +4.9% | +44.7% | +44.3% |
| 3Y | +61.5% | +142.6% | -81.1% | +35.6% |
| 5Y | +124.0% | +315.2% | -191.2% | +71.1% |
| 10Y | +573.2% | +338.5% | +234.7% | +359.4% |
| All | +5,331.8% | +868.5% | +4,463.4% | +2,623.5% |
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