+86.6%
AGG vs CF
+5,310.1%
-5,223.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +2.1% | +6.9% | -4.8% | +2.2% |
| 3M | -0.3% | +4.8% | -5.2% | -0.3% |
| 6M | -0.9% | +4.7% | -5.6% | -0.9% |
| YTD | -0.3% | +56.5% | -56.8% | 0.0% |
| 1Y | 0.0% | +48.4% | -48.4% | +0.3% |
| 3Y | +15.3% | +59.1% | -43.9% | +15.8% |
| 5Y | -1.4% | +109.5% | -110.9% | -0.6% |
| 10Y | +16.9% | +487.0% | -470.1% | +19.1% |
| All | +86.6% | +5,310.1% | -5,223.5% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling