+95.8%
AGG vs CL
+513.1%
-417.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -1.5% | +3.2% | -4.7% | -1.5% |
| 30D | +0.6% | +8.0% | -7.4% | +0.6% |
| 3M | -1.6% | +7.9% | -9.5% | -1.7% |
| 6M | -1.6% | +14.7% | -16.3% | -1.7% |
| YTD | -1.5% | +29.2% | -30.7% | -1.7% |
| 1Y | -1.1% | +29.5% | -30.6% | -1.3% |
| 3Y | +13.6% | +40.7% | -27.0% | +13.4% |
| 5Y | -1.7% | +43.9% | -45.5% | -1.9% |
| 10Y | +16.1% | +87.2% | -71.1% | +16.3% |
| All | +95.8% | +513.1% | -417.4% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling