+95.8%
AGG vs CP
+2,546.3%
-2,450.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | +2.1% | -3.7% | -1.5% |
| 30D | +0.6% | +9.3% | -8.7% | +0.7% |
| 3M | -1.6% | +0.5% | -2.1% | -1.6% |
| 6M | -1.6% | +10.4% | -12.0% | -1.6% |
| YTD | -1.5% | +28.7% | -30.2% | -1.4% |
| 1Y | -1.1% | +33.2% | -34.3% | -1.0% |
| 3Y | +13.6% | +38.4% | -24.8% | +13.8% |
| 5Y | -1.7% | +26.2% | -27.9% | -1.5% |
| 10Y | +16.1% | +258.4% | -242.2% | +18.1% |
| All | +95.8% | +2,546.3% | -2,450.5% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling