-1.4%
AGG vs CF
+222.3%
-223.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | -0.9% | +1.1% | +0.1% |
| 30D | -0.4% | +18.1% | -18.5% | -0.2% |
| 3M | -0.3% | +23.4% | -23.6% | 0.0% |
| 6M | -1.2% | +17.1% | -18.3% | -1.0% |
| YTD | -0.4% | +76.2% | -76.6% | +0.1% |
| 1Y | +0.4% | +62.3% | -61.9% | +0.8% |
| 3Y | +13.4% | +71.8% | -58.4% | +13.9% |
| 5Y | -1.4% | +234.6% | -236.0% | -0.2% |
| All | -1.4% | +222.3% | -223.7% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling