+15.1%
AGG vs CL
+54.1%
-39.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | -0.1% |
| 30D | -0.2% | -5.5% | +5.3% | 0.0% |
| 3M | -0.7% | +0.8% | -1.5% | -0.8% |
| 6M | -1.8% | -4.2% | +2.4% | -1.7% |
| YTD | -0.6% | +13.4% | -14.0% | -1.0% |
| 1Y | +0.4% | +7.1% | -6.7% | +0.1% |
| 3Y | +13.2% | +29.0% | -15.9% | +12.3% |
| 5Y | -2.0% | +28.3% | -30.3% | -2.7% |
| 10Y | +15.1% | +57.3% | -42.2% | +14.2% |
| All | +15.1% | +54.1% | -39.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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