+39.7%
CL vs AG
+232.7%
-192.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +1.5% |
| 7D | +0.5% | +10.8% | -10.3% | +0.6% |
| 30D | +11.6% | -8.2% | +19.7% | +11.5% |
| 3M | +5.6% | -13.7% | +19.3% | +5.5% |
| 6M | +13.2% | -27.3% | +40.4% | +13.1% |
| YTD | +26.9% | -4.6% | +31.5% | +27.4% |
| 1Y | +27.3% | +39.4% | -12.0% | +28.3% |
| 3Y | +39.7% | +244.1% | -204.4% | +36.4% |
| All | +39.7% | +232.7% | -192.9% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling