+142.2%
CI vs AGI
+391.9%
-249.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -1.6% |
| 7D | -1.7% | -7.5% | +5.8% | -1.6% |
| 30D | +4.9% | -9.9% | +14.7% | +5.0% |
| 3M | +7.4% | -14.2% | +21.6% | +7.6% |
| 6M | +0.4% | -35.2% | +35.6% | +1.0% |
| YTD | +9.5% | -25.2% | +34.7% | +9.7% |
| 1Y | +12.0% | -14.3% | +26.3% | +11.9% |
| 3Y | +7.1% | +127.7% | -120.6% | +4.8% |
| 5Y | +49.3% | +243.4% | -194.1% | +44.3% |
| All | +142.2% | +391.9% | -249.7% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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