+2,953.7%
CLS vs AGI
+388.9%
+2,564.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.0% |
| 7D | +5.0% | -5.3% | +10.2% | +5.8% |
| 30D | +4.8% | +6.8% | -2.0% | +3.7% |
| 3M | -10.4% | +8.3% | -18.7% | -11.9% |
| 6M | +20.8% | -29.2% | +50.0% | +26.3% |
| YTD | +10.0% | -7.3% | +17.3% | +10.5% |
| 1Y | +28.5% | +8.0% | +20.5% | +26.7% |
| 3Y | +1,292.2% | +206.6% | +1,085.7% | +1,112.7% |
| 5Y | +3,616.8% | +398.1% | +3,218.7% | +2,962.9% |
| All | +2,953.7% | +388.9% | +2,564.8% | +2,385.5% |
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