+673.1%
CI vs AG
+445.6%
+227.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | +1.3% | +1.0% | +0.3% | +1.2% |
| 30D | +4.4% | +19.2% | -14.7% | +3.1% |
| 3M | +0.7% | +6.2% | -5.5% | -0.2% |
| 6M | +0.3% | -26.7% | +27.0% | +1.6% |
| YTD | +3.8% | +26.1% | -22.3% | +0.7% |
| 1Y | -5.5% | +131.7% | -137.1% | -12.9% |
| 3Y | +8.1% | +255.3% | -247.2% | -6.2% |
| 5Y | +42.8% | +61.9% | -19.1% | +28.9% |
| 10Y | +143.9% | +72.0% | +71.9% | +102.3% |
| All | +673.1% | +445.6% | +227.5% | +249.2% |
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 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