+97.6%
AGG vs CNC
+1,613.4%
-1,515.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.2% | -4.9% | +4.7% | -0.2% |
| 30D | -0.2% | -3.8% | +3.5% | -0.2% |
| 3M | -0.7% | -3.2% | +2.5% | -0.7% |
| 6M | -1.8% | +47.9% | -49.6% | -1.6% |
| YTD | -0.6% | +55.7% | -56.3% | -0.4% |
| 1Y | +0.4% | +106.2% | -105.9% | +0.6% |
| 3Y | +13.2% | -2.1% | +15.2% | +13.3% |
| 5Y | -2.0% | +3.4% | -5.4% | -1.8% |
| 10Y | +15.1% | +91.7% | -76.6% | +15.9% |
| All | +97.6% | +1,613.4% | -1,515.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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