+1,957.1%
CI vs AGI
+4,416.0%
-2,458.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.4% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +6.4% | -7.6% | +14.0% | +6.6% |
| 3M | +10.7% | -10.2% | +20.9% | +11.0% |
| 6M | +5.5% | -31.5% | +37.0% | +6.7% |
| YTD | +11.4% | -22.0% | +33.4% | +11.8% |
| 1Y | +15.0% | -7.9% | +22.9% | +14.6% |
| 3Y | +9.0% | +137.6% | -128.6% | +3.8% |
| 5Y | +52.0% | +256.7% | -204.8% | +41.5% |
| 10Y | +150.9% | +405.2% | -254.3% | +124.7% |
| All | +1,957.1% | +4,416.0% | -2,458.9% | +1,540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling