+16.6%
AGG vs CFG
+216.2%
-199.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.1% |
| 7D | -1.5% | +3.2% | -4.7% | -1.5% |
| 30D | +0.6% | +5.1% | -4.5% | +0.6% |
| 3M | -1.6% | -11.2% | +9.6% | -1.6% |
| 6M | -1.6% | +9.6% | -11.2% | -1.6% |
| YTD | -1.5% | +15.0% | -16.5% | -1.5% |
| 1Y | -1.1% | +29.9% | -31.0% | -1.0% |
| 3Y | +13.6% | +192.1% | -178.5% | +14.0% |
| 5Y | -1.7% | +62.3% | -64.0% | -1.7% |
| All | +16.6% | +216.2% | -199.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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