-17.6%
CNH vs AGI
+243.7%
-261.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.0% | -10.1% | +13.1% | +4.9% |
| 30D | -0.6% | -6.5% | +5.9% | +0.2% |
| 3M | +14.6% | -12.8% | +27.4% | +16.7% |
| 6M | +11.8% | -34.3% | +46.1% | +18.7% |
| YTD | +30.4% | -25.6% | +56.0% | +34.6% |
| 1Y | +19.1% | -14.2% | +33.3% | +19.8% |
| 3Y | +30.2% | +127.3% | -97.1% | -0.8% |
| All | -17.6% | +243.7% | -261.3% | -42.6% |
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 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