+98.3%
AGG vs CLF
+387.3%
-289.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | -0.2% | +7.6% | -7.7% | -0.1% |
| 30D | -0.4% | -1.2% | +0.8% | -0.4% |
| 3M | -0.7% | -13.4% | +12.7% | -0.7% |
| 6M | -1.5% | +15.4% | -16.9% | -1.5% |
| YTD | -0.3% | -5.9% | +5.6% | -0.2% |
| 1Y | +1.3% | +18.8% | -17.5% | +1.4% |
| 3Y | +13.2% | -19.4% | +32.6% | +13.3% |
| 5Y | -1.4% | -47.7% | +46.3% | -1.4% |
| 10Y | +14.9% | +130.4% | -115.5% | +15.9% |
| All | +98.3% | +387.3% | -289.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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