+11.8%
CRM vs AGI
+206.1%
-194.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | -4.4% | -2.7% | -1.7% | -4.3% |
| 30D | +28.1% | +7.2% | +20.9% | +27.6% |
| 3M | +48.8% | +4.3% | +44.6% | +48.5% |
| 6M | +28.3% | -27.1% | +55.3% | +30.6% |
| YTD | -6.0% | -6.6% | +0.6% | -6.6% |
| 1Y | +1.4% | +9.5% | -8.1% | -0.6% |
| 3Y | +11.8% | +208.4% | -196.6% | -3.3% |
| All | +11.8% | +206.1% | -194.3% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling