+3.5%
CG vs AHR
+356.1%
-352.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -9.9% | -2.1% | -7.8% | -9.4% |
| 30D | -11.7% | +1.9% | -13.5% | -12.1% |
| 3M | -4.3% | +15.7% | -19.9% | -8.5% |
| 6M | -8.8% | +2.5% | -11.3% | -9.8% |
| YTD | -26.9% | +15.0% | -41.9% | -30.4% |
| 1Y | -35.4% | +28.1% | -63.5% | -41.2% |
| All | +3.5% | +356.1% | -352.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling