+38.2%
CFG vs AGI
+12.0%
+26.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.6% | +2.2% | -2.8% | -0.7% |
| 30D | -4.5% | +11.3% | -15.8% | -4.9% |
| 3M | +6.3% | +5.6% | +0.7% | +5.9% |
| 6M | +20.6% | -27.7% | +48.3% | +21.6% |
| YTD | +21.2% | -4.1% | +25.3% | +22.0% |
| 1Y | +38.2% | +13.8% | +24.4% | +37.9% |
| All | +38.2% | +12.0% | +26.2% | +37.9% |
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