+139.1%
CI vs AG
+57.4%
+81.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | -2.6% | +4.5% | -7.0% | -2.7% |
| 30D | -2.4% | +12.9% | -15.2% | -2.7% |
| 3M | -4.8% | +20.9% | -25.7% | -5.3% |
| 6M | +2.1% | -19.5% | +21.7% | +2.4% |
| YTD | +1.4% | +24.8% | -23.4% | +0.3% |
| 1Y | -6.8% | +120.2% | -127.0% | -9.5% |
| 3Y | +3.3% | +279.0% | -275.7% | -2.8% |
| 5Y | +41.1% | +67.9% | -26.8% | +35.7% |
| 10Y | +139.1% | +57.5% | +81.6% | +123.0% |
| All | +139.1% | +57.4% | +81.7% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling