+98.3%
AGG vs CPB
+63.4%
+34.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.1% |
| 7D | -0.2% | -8.6% | +8.4% | -0.1% |
| 30D | -0.4% | -7.2% | +6.9% | -0.4% |
| 3M | -0.7% | +0.9% | -1.6% | -0.7% |
| 6M | -1.5% | -11.8% | +10.3% | -1.5% |
| YTD | -0.3% | -19.4% | +19.2% | -0.2% |
| 1Y | +1.3% | -30.4% | +31.7% | +1.4% |
| 3Y | +13.2% | -40.2% | +53.4% | +13.3% |
| 5Y | -1.4% | -39.5% | +38.1% | -1.3% |
| 10Y | +14.9% | -47.4% | +62.2% | +15.1% |
| All | +98.3% | +63.4% | +34.9% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling