+31.5%
CP vs AGI
+390.0%
-358.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +2.4% | +4.4% | -2.0% | +1.9% |
| 30D | -0.5% | +10.0% | -10.5% | -1.8% |
| 3M | +1.4% | +1.7% | -0.3% | +0.8% |
| 6M | +10.3% | -26.8% | +37.1% | +13.8% |
| YTD | +24.3% | -5.3% | +29.6% | +23.3% |
| 1Y | +20.4% | +11.5% | +9.0% | +16.2% |
| 3Y | +21.8% | +212.9% | -191.1% | -2.8% |
| 5Y | +31.5% | +388.8% | -357.3% | -5.7% |
| All | +31.5% | +390.0% | -358.5% | -5.7% |
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