+9.6%
CI vs AGI
+143.0%
-133.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.3% | +7.9% | +2.6% |
| 7D | +2.6% | +13.9% | -11.3% | +2.4% |
| 30D | +7.3% | -6.2% | +13.6% | +7.3% |
| 3M | +9.5% | -6.9% | +16.4% | +9.4% |
| 6M | +6.4% | -28.7% | +35.1% | +6.6% |
| YTD | +12.0% | -19.8% | +31.8% | +12.1% |
| 1Y | +20.1% | -4.8% | +24.9% | +20.0% |
| 3Y | +9.6% | +144.3% | -134.7% | +12.1% |
| All | +9.6% | +143.0% | -133.4% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling