+84.9%
CL vs AGI
+335.7%
-250.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.3% |
| 7D | +2.6% | +13.9% | -11.3% | +2.1% |
| 30D | +11.8% | -6.2% | +18.0% | +11.9% |
| 3M | +5.9% | -6.9% | +12.9% | +6.0% |
| 6M | +13.3% | -28.7% | +42.0% | +14.5% |
| YTD | +27.1% | -19.8% | +46.9% | +27.6% |
| 1Y | +28.0% | -4.8% | +32.8% | +27.5% |
| 3Y | +39.4% | +144.3% | -104.9% | +32.8% |
| 5Y | +40.8% | +277.2% | -236.5% | +31.2% |
| 10Y | +84.9% | +365.9% | -281.0% | +69.9% |
| All | +84.9% | +335.7% | -250.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling