+96.4%
AGG vs CAH
+807.8%
-711.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -0.9% | -5.1% | +4.1% | -1.0% |
| 30D | -1.0% | -1.8% | +0.8% | -1.0% |
| 3M | -1.3% | +9.4% | -10.6% | -1.2% |
| 6M | -2.1% | +9.2% | -11.3% | -2.0% |
| YTD | -1.2% | +15.7% | -16.9% | -1.1% |
| 1Y | -0.5% | +59.7% | -60.2% | -0.1% |
| 3Y | +12.4% | +178.5% | -166.0% | +13.4% |
| 5Y | -2.4% | +398.3% | -400.7% | -1.0% |
| 10Y | +14.3% | +295.7% | -281.3% | +16.0% |
| All | +96.4% | +807.8% | -711.5% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling