+28.1%
CL vs AGI
+390.0%
-362.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.4% | +4.4% | -5.7% | -1.5% |
| 30D | -5.2% | +10.0% | -15.2% | -5.6% |
| 3M | +3.3% | +1.7% | +1.6% | +3.1% |
| 6M | -4.4% | -26.8% | +22.4% | -3.1% |
| YTD | +13.9% | -5.3% | +19.2% | +13.8% |
| 1Y | +7.6% | +11.5% | -3.9% | +6.3% |
| 3Y | +29.6% | +212.9% | -183.3% | +18.7% |
| 5Y | +28.1% | +388.8% | -360.7% | +12.7% |
| All | +28.1% | +390.0% | -362.0% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling