+233.3%
CP vs AGI
+398.0%
-164.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | -0.5% | +11.3% | -11.8% | -1.2% |
| 3M | +0.1% | +5.6% | -5.6% | -0.5% |
| 6M | +7.8% | -27.7% | +35.5% | +9.5% |
| YTD | +22.9% | -4.1% | +26.9% | +22.4% |
| 1Y | +21.3% | +13.8% | +7.5% | +19.4% |
| 3Y | +20.4% | +217.0% | -196.7% | +10.8% |
| 5Y | +34.9% | +404.3% | -369.4% | +20.9% |
| 10Y | +233.3% | +400.5% | -167.2% | +200.8% |
| All | +233.3% | +398.0% | -164.6% | +200.8% |
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