+97.3%
AGG vs CMS
+1,650.2%
-1,552.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.6% | -1.1% | +0.6% | -0.5% |
| 30D | +1.6% | +6.6% | -5.0% | +1.5% |
| 3M | -0.5% | +0.8% | -1.3% | -0.5% |
| 6M | -1.1% | -3.3% | +2.2% | -1.0% |
| YTD | -0.7% | +2.7% | -3.5% | -0.8% |
| 1Y | -0.7% | -4.0% | +3.4% | -0.6% |
| 3Y | +14.5% | +37.6% | -23.1% | +13.7% |
| 5Y | -0.9% | +35.4% | -36.4% | -1.6% |
| 10Y | +17.1% | +136.0% | -119.0% | +16.1% |
| All | +97.3% | +1,650.2% | -1,552.9% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling