+38.9%
CNH vs AGI
+102.8%
-63.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +3.0% | -10.1% | +13.1% | +3.7% |
| 30D | -0.6% | -6.5% | +5.9% | -0.3% |
| 3M | +14.6% | -12.8% | +27.4% | +15.4% |
| 6M | +11.8% | -34.3% | +46.1% | +14.0% |
| YTD | +30.4% | -25.6% | +56.0% | +31.9% |
| 1Y | +19.1% | -14.2% | +33.3% | +19.6% |
| 3Y | +30.2% | +127.3% | -97.1% | +23.7% |
| 5Y | -17.8% | +241.8% | -259.6% | -23.7% |
| 10Y | +103.9% | +381.8% | -277.8% | +86.6% |
| All | +38.9% | +102.8% | -63.9% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling