+30.9%
CL vs AG
+260.2%
-229.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.2% | +1.0% | -3.2% | -2.2% |
| 30D | -4.8% | +19.2% | -24.0% | -4.7% |
| 3M | +4.9% | +6.2% | -1.2% | +5.1% |
| 6M | -5.7% | -26.7% | +21.0% | -5.7% |
| YTD | +14.4% | +26.1% | -11.7% | +15.0% |
| 1Y | +8.7% | +131.7% | -122.9% | +9.6% |
| All | +30.9% | +260.2% | -229.3% | +30.4% |
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