+28.0%
CNH vs AGI
+17.6%
+10.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +6.0% | +4.3% |
| 7D | +23.3% | +0.6% | +22.7% | +23.1% |
| 30D | +33.5% | +18.2% | +15.2% | +29.9% |
| 3M | +32.7% | -4.1% | +36.9% | +32.7% |
| 6M | +22.2% | -28.7% | +50.9% | +25.4% |
| YTD | +57.7% | -4.0% | +61.7% | +58.8% |
| 1Y | +28.0% | +17.4% | +10.6% | +30.6% |
| All | +28.0% | +17.6% | +10.4% | +30.6% |
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