+330.5%
CFG vs AGI
+310.4%
+20.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +0.8% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +3.1% | -7.6% | +10.7% | +3.0% |
| 3M | -9.7% | -10.2% | +0.5% | -9.9% |
| 6M | +6.7% | -31.5% | +38.2% | +6.0% |
| YTD | +15.2% | -22.0% | +37.2% | +15.0% |
| 1Y | +28.8% | -7.9% | +36.7% | +29.1% |
| 3Y | +190.1% | +137.6% | +52.5% | +198.8% |
| 5Y | +63.4% | +256.7% | -193.3% | +71.2% |
| 10Y | +219.8% | +405.2% | -185.4% | +257.7% |
| All | +330.5% | +310.4% | +20.1% | +381.1% |
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