+52.8%
CME vs AGI
+210.3%
-157.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | -2.9% | +4.4% | -7.3% | -3.0% |
| 30D | +5.5% | +10.0% | -4.4% | +5.2% |
| 3M | +11.0% | +1.7% | +9.2% | +11.0% |
| 6M | -9.7% | -26.8% | +17.1% | -8.4% |
| YTD | +4.9% | -5.3% | +10.2% | +4.9% |
| 1Y | +10.1% | +11.5% | -1.4% | +9.0% |
| All | +52.8% | +210.3% | -157.5% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling