+1.4%
CI vs AG
+219.8%
-218.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.6% |
| 7D | -1.6% | +6.3% | -7.9% | -1.5% |
| 30D | +5.4% | -8.9% | +14.4% | +5.3% |
| 3M | +7.3% | -12.2% | +19.5% | +7.1% |
| 6M | +5.3% | -28.3% | +33.6% | +5.1% |
| YTD | +8.5% | -8.8% | +17.3% | +8.8% |
| 1Y | +17.1% | +39.4% | -22.2% | +18.4% |
| 3Y | +1.4% | +229.4% | -228.0% | -1.3% |
| All | +1.4% | +219.8% | -218.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling