+140.4%
CI vs AG
+57.4%
+83.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -2.0% | +4.5% | -6.5% | -2.1% |
| 30D | -1.8% | +12.9% | -14.7% | -2.1% |
| 3M | -4.2% | +20.9% | -25.2% | -4.8% |
| 6M | +2.7% | -19.5% | +22.2% | +3.0% |
| YTD | +1.9% | +24.8% | -22.9% | +0.8% |
| 1Y | -6.3% | +120.2% | -126.5% | -9.0% |
| 3Y | +3.9% | +279.0% | -275.1% | -2.3% |
| 5Y | +41.9% | +67.9% | -26.0% | +36.4% |
| 10Y | +140.4% | +57.5% | +82.9% | +124.2% |
| All | +140.4% | +57.4% | +83.0% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling