-2.4%
AGG vs CPB
-40.6%
+38.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.5% |
| 7D | -0.9% | -5.4% | +4.4% | -0.8% |
| 30D | -1.0% | -7.8% | +6.9% | -0.7% |
| 3M | -1.3% | -6.9% | +5.6% | -1.1% |
| 6M | -2.1% | -12.2% | +10.1% | -1.8% |
| YTD | -1.2% | -21.1% | +19.8% | -0.6% |
| 1Y | -0.5% | -33.5% | +33.0% | +0.7% |
| 3Y | +12.4% | -43.2% | +55.6% | +14.3% |
| 5Y | -2.4% | -40.9% | +38.5% | -0.5% |
| All | -2.4% | -40.6% | +38.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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