-2.6%
AGG vs CAH
+393.5%
-396.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -1.1% | -5.1% | +4.0% | -1.0% |
| 30D | -1.1% | +0.2% | -1.3% | -1.1% |
| 3M | -1.9% | +6.3% | -8.2% | -2.0% |
| 6M | -1.7% | +9.4% | -11.1% | -1.8% |
| YTD | -1.3% | +15.0% | -16.3% | -1.5% |
| 1Y | -0.7% | +55.4% | -56.2% | -1.2% |
| 3Y | +12.5% | +173.8% | -161.3% | +11.4% |
| All | -2.6% | +393.5% | -396.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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