+57.3%
CL vs AGI
+398.0%
-340.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -2.3% | +2.2% | -4.5% | -2.4% |
| 30D | -5.5% | +11.3% | -16.8% | -5.9% |
| 3M | +0.8% | +5.6% | -4.8% | +0.5% |
| 6M | -4.2% | -27.7% | +23.5% | -3.2% |
| YTD | +13.4% | -4.1% | +17.5% | +13.2% |
| 1Y | +7.1% | +13.8% | -6.7% | +5.9% |
| 3Y | +29.0% | +217.0% | -188.0% | +21.5% |
| 5Y | +28.3% | +404.3% | -376.0% | +17.9% |
| 10Y | +57.3% | +400.5% | -343.2% | +43.8% |
| All | +57.3% | +398.0% | -340.7% | +43.8% |
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