+142.3%
CI vs AGI
+388.4%
-246.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.0% |
| 7D | -1.3% | -5.4% | +4.0% | -1.2% |
| 30D | +3.1% | +6.6% | -3.5% | +3.0% |
| 3M | -4.5% | +8.2% | -12.7% | -4.7% |
| 6M | +8.3% | -29.3% | +37.6% | +8.8% |
| YTD | +3.8% | -7.4% | +11.1% | +3.7% |
| 1Y | -5.0% | +7.9% | -12.9% | -5.5% |
| 3Y | +5.8% | +206.2% | -200.5% | +3.0% |
| 5Y | +50.6% | +397.6% | -347.0% | +44.9% |
| All | +142.3% | +388.4% | -246.1% | +141.3% |
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