+134.0%
CNC vs AGI
+17.6%
+116.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.5% |
| 30D | +0.1% | +18.2% | -18.2% | 0.0% |
| 3M | +6.9% | -4.1% | +11.1% | +6.2% |
| 6M | +49.0% | -28.7% | +77.7% | +49.5% |
| YTD | +62.9% | -4.0% | +66.9% | +62.3% |
| 1Y | +134.0% | +17.4% | +116.6% | +139.9% |
| All | +134.0% | +17.6% | +116.4% | +139.9% |
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