+14.2%
AGG vs CNH
+157.1%
-142.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -0.9% | -2.5% | +1.5% | -0.9% |
| 30D | -1.0% | +27.0% | -28.0% | -1.2% |
| 3M | -1.3% | +32.6% | -33.9% | -1.6% |
| 6M | -2.1% | +23.6% | -25.7% | -2.3% |
| YTD | -1.2% | +47.8% | -49.1% | -1.6% |
| 1Y | -0.5% | +21.3% | -21.8% | -0.7% |
| 3Y | +12.4% | +7.0% | +5.5% | +12.1% |
| 5Y | -2.4% | +10.2% | -12.6% | -2.8% |
| All | +14.2% | +157.1% | -142.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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