+0.4%
AGG vs CF
+65.9%
-65.5%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.1% |
| 7D | -0.2% | -0.8% | +0.7% | -0.2% |
| 30D | -0.2% | +14.3% | -14.5% | +0.3% |
| 3M | -0.7% | +27.9% | -28.6% | +0.3% |
| 6M | -1.8% | +25.5% | -27.3% | -0.8% |
| YTD | -0.6% | +81.2% | -81.8% | +1.1% |
| 1Y | +0.4% | +66.5% | -66.1% | +2.0% |
| All | +0.4% | +65.9% | -65.5% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling