+96.4%
AGG vs CMI
+7,786.0%
-7,689.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -0.9% | +0.8% | -1.8% | -0.9% |
| 30D | -1.0% | -12.8% | +11.8% | -1.1% |
| 3M | -1.3% | -12.4% | +11.2% | -1.4% |
| 6M | -2.1% | -0.9% | -1.2% | -2.0% |
| YTD | -1.2% | +8.9% | -10.1% | -1.1% |
| 1Y | -0.5% | +37.7% | -38.2% | -0.1% |
| 3Y | +12.4% | +148.9% | -136.4% | +13.5% |
| 5Y | -2.4% | +164.4% | -166.8% | -1.3% |
| 10Y | +14.3% | +506.9% | -492.6% | +16.9% |
| All | +96.4% | +7,786.0% | -7,689.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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