+15.0%
AGG vs CMS
+122.2%
-107.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.2% | -1.3% | +1.1% | -0.2% |
| 3M | -0.7% | -5.4% | +4.7% | -0.4% |
| 6M | -1.8% | -10.3% | +8.6% | -1.2% |
| YTD | -0.6% | -0.2% | -0.4% | -0.6% |
| 1Y | +0.4% | -0.9% | +1.2% | +0.3% |
| 3Y | +13.2% | +34.0% | -20.8% | +11.2% |
| 5Y | -2.0% | +23.6% | -25.5% | -3.4% |
| All | +15.0% | +122.2% | -107.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling