+29.2%
AGG vs CNH
+64.7%
-35.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -4.0% | 0.0% |
| 7D | -0.2% | +23.3% | -23.4% | -0.3% |
| 30D | -0.4% | +33.5% | -33.8% | -0.5% |
| 3M | -0.7% | +32.7% | -33.4% | -0.8% |
| 6M | -1.5% | +22.2% | -23.7% | -1.7% |
| YTD | -0.3% | +57.7% | -57.9% | -0.5% |
| 1Y | +1.3% | +28.0% | -26.7% | +1.2% |
| 3Y | +13.2% | +11.5% | +1.7% | +13.0% |
| 5Y | -1.4% | +11.9% | -13.3% | -1.6% |
| 10Y | +14.9% | +162.8% | -147.9% | +14.8% |
| All | +29.2% | +64.7% | -35.5% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling