+29.5%
CL vs AGI
-15.8%
+45.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +3.2% | -10.1% | +13.3% | +3.4% |
| 30D | +8.0% | -6.5% | +14.6% | +7.9% |
| 3M | +7.9% | -12.8% | +20.7% | +7.9% |
| 6M | +14.7% | -34.3% | +49.0% | +16.1% |
| YTD | +29.2% | -25.6% | +54.8% | +31.8% |
| 1Y | +29.5% | -14.2% | +43.8% | +31.3% |
| All | +29.5% | -15.8% | +45.3% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling