+707.9%
CI vs AG
+294.5%
+413.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.7% |
| 7D | -1.6% | +6.3% | -7.9% | -2.0% |
| 30D | +5.4% | -8.9% | +14.4% | +5.9% |
| 3M | +7.3% | -12.2% | +19.5% | +7.8% |
| 6M | +5.3% | -28.3% | +33.6% | +6.8% |
| YTD | +8.5% | -8.8% | +17.3% | +7.3% |
| 1Y | +17.1% | +39.4% | -22.2% | +12.2% |
| 3Y | +1.4% | +229.4% | -228.0% | -11.8% |
| 5Y | +50.5% | +14.5% | +35.9% | +38.9% |
| 10Y | +168.5% | +82.7% | +85.8% | +119.4% |
| All | +707.9% | +294.5% | +413.4% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling