+37.6%
CL vs AG
+219.8%
-182.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.1% |
| 7D | +1.3% | +6.3% | -5.0% | +1.4% |
| 30D | +11.4% | -8.9% | +20.3% | +11.2% |
| 3M | +4.4% | -12.2% | +16.6% | +4.3% |
| 6M | +10.8% | -28.3% | +39.1% | +10.7% |
| YTD | +25.1% | -8.8% | +34.0% | +25.5% |
| 1Y | +28.0% | +39.4% | -11.4% | +28.9% |
| 3Y | +37.6% | +229.4% | -191.8% | +34.6% |
| All | +37.6% | +219.8% | -182.2% | +34.6% |
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 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