+49.3%
CI vs AG
+3.1%
+46.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.7% |
| 7D | -1.7% | -6.0% | +4.3% | -1.7% |
| 30D | +4.9% | -14.3% | +19.2% | +5.0% |
| 3M | +7.4% | -26.9% | +34.3% | +7.7% |
| 6M | +0.4% | -42.1% | +42.5% | +0.9% |
| YTD | +9.5% | -15.9% | +25.3% | +9.3% |
| 1Y | +12.0% | +11.5% | +0.4% | +11.4% |
| 3Y | +7.1% | +208.0% | -200.9% | +1.6% |
| 5Y | +49.3% | +2.4% | +46.9% | +53.4% |
| All | +49.3% | +3.1% | +46.2% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling