+97.4%
AGG vs CL
+503.4%
-406.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -0.1% | +2.6% | -2.6% | -0.1% |
| 30D | +1.4% | +11.8% | -10.4% | +1.3% |
| 3M | -0.7% | +5.9% | -6.6% | -0.8% |
| 6M | -1.3% | +13.3% | -14.6% | -1.4% |
| YTD | -0.7% | +27.1% | -27.8% | -0.9% |
| 1Y | -0.3% | +28.0% | -28.3% | -0.5% |
| 3Y | +14.6% | +39.4% | -24.8% | +14.4% |
| 5Y | -1.1% | +40.8% | -41.8% | -1.2% |
| 10Y | +16.9% | +84.9% | -68.0% | +17.1% |
| All | +97.4% | +503.4% | -406.0% | +99.5% |
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