+13.3%
AGG vs CNH
+9.4%
+3.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | -0.2% | +32.6% | -32.9% | -0.9% |
| 3M | -0.7% | +29.4% | -30.1% | -1.4% |
| 6M | -1.8% | +26.0% | -27.7% | -2.4% |
| YTD | -0.6% | +52.2% | -52.8% | -1.7% |
| 1Y | +0.4% | +23.9% | -23.5% | -0.3% |
| All | +13.3% | +9.4% | +3.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling