+31.7%
CVS vs AGI
+8.5%
+23.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -2.0% | -5.3% | +3.3% | -2.0% |
| 30D | +1.9% | +6.8% | -4.8% | +1.9% |
| 3M | -2.2% | +8.3% | -10.5% | -2.3% |
| 6M | +26.7% | -29.2% | +56.0% | +28.2% |
| YTD | +22.9% | -7.3% | +30.1% | +23.4% |
| All | +31.7% | +8.5% | +23.2% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling