-1.6%
AGG vs CNH
-16.3%
+14.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.6% |
| 7D | -1.4% | +6.4% | -7.8% | -1.6% |
| 30D | +0.9% | -1.6% | +2.5% | +0.9% |
| 3M | -1.2% | +11.6% | -12.8% | -1.5% |
| 6M | -1.4% | +12.5% | -14.0% | -1.7% |
| YTD | -1.4% | +31.1% | -32.5% | -1.9% |
| 1Y | -1.3% | +17.0% | -18.3% | -1.7% |
| 3Y | +13.8% | +28.7% | -15.0% | +13.0% |
| 5Y | -1.6% | -17.4% | +15.9% | -2.6% |
| All | -1.6% | -16.3% | +14.7% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling