+142.2%
CI vs AG
+77.4%
+64.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | +0.6% |
| 7D | +0.1% | +10.8% | -10.7% | -0.1% |
| 30D | +4.7% | -8.2% | +12.8% | +4.8% |
| 3M | +5.2% | -13.7% | +18.9% | +5.4% |
| 6M | +3.8% | -27.3% | +31.1% | +4.3% |
| YTD | +9.2% | -4.6% | +13.8% | +8.7% |
| 1Y | +14.3% | +39.4% | -25.1% | +12.6% |
| 3Y | +8.4% | +244.1% | -235.7% | +2.4% |
| 5Y | +50.0% | +16.8% | +33.3% | +45.8% |
| 10Y | +142.2% | +71.7% | +70.5% | +128.2% |
| All | +142.2% | +77.4% | +64.8% | +128.2% |
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 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