+16.5%
AGG vs CF
+494.2%
-477.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -0.1% | +4.8% | -4.8% | -0.1% |
| 30D | +1.4% | +9.7% | -8.3% | +1.4% |
| 3M | -0.7% | +1.2% | -1.9% | -0.7% |
| 6M | -1.7% | +7.4% | -9.0% | -1.6% |
| YTD | -1.1% | +60.5% | -61.6% | -1.1% |
| 1Y | -0.7% | +50.7% | -51.4% | -0.8% |
| 3Y | +14.2% | +64.8% | -50.6% | +14.0% |
| 5Y | -1.4% | +115.8% | -117.2% | -1.8% |
| 10Y | +16.5% | +481.0% | -464.6% | +15.6% |
| All | +16.5% | +494.2% | -477.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling