+38.8%
CFG vs AGI
+17.6%
+21.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.5% |
| 30D | -3.8% | +18.2% | -22.1% | -4.5% |
| 3M | +11.5% | -4.1% | +15.6% | +11.7% |
| 6M | +19.2% | -28.7% | +47.9% | +20.2% |
| YTD | +23.7% | -4.0% | +27.7% | +24.5% |
| 1Y | +38.8% | +17.4% | +21.4% | +40.1% |
| All | +38.8% | +17.6% | +21.2% | +40.1% |
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 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