+12.1%
CI vs AGI
-15.8%
+27.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +1.2% | -10.1% | +11.3% | +1.2% |
| 30D | +2.6% | -6.5% | +9.1% | +2.4% |
| 3M | +7.4% | -12.8% | +20.2% | +7.3% |
| 6M | -0.1% | -34.3% | +34.2% | +0.2% |
| YTD | +9.7% | -25.6% | +35.4% | +9.4% |
| 1Y | +12.1% | -14.2% | +26.4% | +10.4% |
| All | +12.1% | -15.8% | +27.9% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling