-0.7%
AGG vs CL
+41.5%
-42.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +2.1% | +11.6% | -9.5% | +1.4% |
| 3M | -0.3% | +5.6% | -6.0% | -0.7% |
| 6M | -0.9% | +13.2% | -14.1% | -1.8% |
| YTD | -0.3% | +26.9% | -27.2% | -2.0% |
| 1Y | 0.0% | +27.3% | -27.3% | -1.7% |
| 3Y | +15.3% | +39.7% | -24.5% | +12.5% |
| All | -0.7% | +41.5% | -42.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling