+43.4%
CL vs AG
0.0%
+43.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.8% |
| 7D | +3.2% | -10.0% | +13.2% | +3.3% |
| 30D | +8.0% | -10.5% | +18.5% | +8.1% |
| 3M | +7.9% | -27.3% | +35.1% | +8.1% |
| 6M | +14.7% | -43.0% | +57.7% | +15.3% |
| YTD | +29.2% | -17.9% | +47.1% | +29.0% |
| 1Y | +29.5% | +11.9% | +17.6% | +28.8% |
| 3Y | +40.7% | +201.8% | -161.1% | +34.2% |
| All | +43.4% | 0.0% | +43.4% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling