+256.9%
CP vs AGI
+355.0%
-98.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +9.6% | -7.6% | +17.2% | +10.1% |
| 3M | +2.2% | -10.2% | +12.5% | +2.8% |
| 6M | +11.1% | -31.5% | +42.6% | +13.3% |
| YTD | +28.2% | -22.0% | +50.2% | +29.2% |
| 1Y | +32.2% | -7.9% | +40.0% | +31.9% |
| 3Y | +35.5% | +137.6% | -102.1% | +27.1% |
| 5Y | +26.8% | +256.7% | -229.9% | +15.7% |
| 10Y | +256.9% | +405.2% | -148.3% | +228.0% |
| All | +256.9% | +355.0% | -98.0% | +228.0% |
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