+89.6%
CL vs AGI
+389.5%
-299.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +3.2% | -10.1% | +13.3% | +3.6% |
| 30D | +8.0% | -6.5% | +14.6% | +8.2% |
| 3M | +7.9% | -12.8% | +20.7% | +8.2% |
| 6M | +14.7% | -34.3% | +49.0% | +16.3% |
| YTD | +29.2% | -25.6% | +54.8% | +30.0% |
| 1Y | +29.5% | -14.2% | +43.8% | +29.6% |
| 3Y | +40.7% | +127.3% | -86.6% | +34.3% |
| 5Y | +43.9% | +241.8% | -197.9% | +34.4% |
| All | +89.6% | +389.5% | -299.9% | +73.7% |
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