+98.1%
AGG vs CAG
+113.2%
-15.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | -5.3% | +5.4% | +0.2% |
| 30D | -0.4% | +1.0% | -1.4% | -0.4% |
| 3M | -0.3% | +17.4% | -17.6% | -0.4% |
| 6M | -1.2% | -16.8% | +15.6% | -1.1% |
| YTD | -0.4% | -6.8% | +6.4% | -0.3% |
| 1Y | +0.4% | -15.4% | +15.8% | +0.5% |
| 3Y | +13.4% | -37.1% | +50.5% | +13.8% |
| 5Y | -1.4% | -41.3% | +39.8% | -1.1% |
| 10Y | +14.8% | -35.5% | +50.3% | +15.2% |
| All | +98.1% | +113.2% | -15.1% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling