+84.9%
CL vs AG
+64.1%
+20.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.0% | +0.3% |
| 7D | +2.6% | +6.0% | -3.4% | +2.5% |
| 30D | +11.8% | -13.5% | +25.3% | +12.0% |
| 3M | +5.9% | -20.7% | +26.6% | +6.3% |
| 6M | +13.3% | -31.5% | +44.9% | +14.0% |
| YTD | +27.1% | -10.1% | +37.3% | +26.6% |
| 1Y | +28.0% | +26.0% | +2.0% | +26.4% |
| 3Y | +39.4% | +228.9% | -189.5% | +31.9% |
| 5Y | +40.8% | +8.7% | +32.1% | +36.9% |
| 10Y | +84.9% | +71.9% | +13.0% | +71.6% |
| All | +84.9% | +64.1% | +20.8% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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