-2.6%
AGG vs CAG
-43.1%
+40.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.1% | -2.4% | +1.3% | -1.1% |
| 3M | -1.9% | +9.8% | -11.7% | -2.3% |
| 6M | -1.7% | -10.8% | +9.1% | -1.3% |
| YTD | -1.3% | -10.8% | +9.5% | -1.0% |
| 1Y | -0.7% | -19.0% | +18.2% | -0.1% |
| 3Y | +12.5% | -39.7% | +52.2% | +14.3% |
| All | -2.6% | -43.1% | +40.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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