+25.8%
CP vs AGI
+279.9%
-254.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.1% | +0.4% |
| 7D | +2.8% | +13.9% | -11.1% | +1.0% |
| 30D | +11.0% | -6.2% | +17.3% | +11.7% |
| 3M | +3.8% | -6.9% | +10.8% | +4.4% |
| 6M | +9.5% | -28.7% | +38.2% | +13.4% |
| YTD | +28.2% | -19.8% | +48.0% | +29.5% |
| 1Y | +33.0% | -4.8% | +37.8% | +31.0% |
| 3Y | +35.5% | +144.3% | -108.8% | +11.0% |
| 5Y | +25.8% | +277.2% | -251.4% | -8.0% |
| All | +25.8% | +279.9% | -254.1% | -8.0% |
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 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