+384.7%
CL vs AG
+287.4%
+97.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | 0.0% |
| 7D | +5.9% | -2.9% | +8.8% | +6.0% |
| 30D | +13.8% | -15.1% | +28.9% | +14.2% |
| 3M | +6.4% | -15.4% | +21.8% | +6.8% |
| 6M | +15.6% | -21.9% | +37.5% | +16.0% |
| YTD | +27.9% | -10.4% | +38.3% | +27.3% |
| 1Y | +31.4% | +39.8% | -8.4% | +28.8% |
| 3Y | +41.4% | +209.5% | -168.2% | +32.8% |
| 5Y | +42.8% | +12.5% | +30.3% | +37.6% |
| 10Y | +79.7% | +79.5% | +0.2% | +64.5% |
| All | +384.7% | +287.4% | +97.3% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling