+13.2%
CNH vs AGI
+392.7%
-379.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | +1.8% | +2.2% | -0.4% | +1.4% |
| 30D | +32.6% | +11.3% | +21.4% | +30.2% |
| 3M | +29.4% | +5.6% | +23.8% | +27.6% |
| 6M | +26.0% | -27.7% | +53.6% | +31.3% |
| YTD | +52.2% | -4.1% | +56.3% | +51.1% |
| 1Y | +23.9% | +13.8% | +10.1% | +18.9% |
| 3Y | +10.1% | +217.0% | -206.9% | -19.6% |
| 5Y | +13.2% | +404.3% | -391.2% | -26.9% |
| All | +13.2% | +392.7% | -379.5% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling