+3.9%
CI vs AGI
+208.5%
-204.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -2.0% | +4.4% | -6.4% | -2.1% |
| 30D | -1.8% | +10.0% | -11.8% | -1.9% |
| 3M | -4.2% | +1.7% | -6.0% | -4.4% |
| 6M | +2.7% | -26.8% | +29.5% | +3.1% |
| YTD | +1.9% | -5.3% | +7.2% | +1.9% |
| 1Y | -6.3% | +11.5% | -17.7% | -6.7% |
| 3Y | +3.9% | +212.9% | -209.1% | +0.3% |
| All | +3.9% | +208.5% | -204.6% | +0.3% |
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 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