+14.2%
AGG vs CFG
+311.8%
-297.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -0.9% | -1.7% | +0.8% | -0.9% |
| 30D | -1.0% | -4.6% | +3.6% | -1.0% |
| 3M | -1.3% | +7.9% | -9.2% | -1.3% |
| 6M | -2.1% | +19.9% | -21.9% | -2.0% |
| YTD | -1.2% | +21.7% | -22.9% | -1.2% |
| 1Y | -0.5% | +38.4% | -38.9% | -0.4% |
| 3Y | +12.4% | +187.0% | -174.6% | +12.8% |
| 5Y | -2.4% | +99.5% | -101.9% | -2.2% |
| All | +14.2% | +311.8% | -297.6% | +15.8% |
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