-2.4%
AGG vs CP
+32.2%
-34.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.0% | -3.4% | +2.4% | -0.8% |
| 3M | -1.3% | -0.6% | -0.7% | -1.3% |
| 6M | -2.1% | +6.3% | -8.4% | -2.4% |
| YTD | -1.2% | +21.2% | -22.4% | -2.0% |
| 1Y | -0.5% | +20.0% | -20.5% | -1.3% |
| 3Y | +12.4% | +18.7% | -6.3% | +11.4% |
| 5Y | -2.4% | +34.8% | -37.2% | -3.3% |
| All | -2.4% | +32.2% | -34.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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