+152.5%
CNH vs AGI
+388.9%
-236.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.7% |
| 7D | -2.5% | -5.3% | +2.8% | -2.1% |
| 30D | +27.0% | +6.8% | +20.2% | +26.5% |
| 3M | +32.6% | +8.3% | +24.3% | +31.8% |
| 6M | +23.6% | -29.2% | +52.8% | +25.4% |
| YTD | +47.8% | -7.3% | +55.1% | +48.0% |
| 1Y | +21.3% | +8.0% | +13.2% | +20.4% |
| 3Y | +7.0% | +206.6% | -199.6% | +0.4% |
| 5Y | +10.2% | +398.1% | -388.0% | +1.7% |
| All | +152.5% | +388.9% | -236.5% | +146.3% |
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