-2.4%
AGG vs CRL
-38.6%
+36.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.6% |
| 7D | -0.9% | -6.9% | +6.0% | -0.7% |
| 30D | -1.0% | -3.2% | +2.2% | -0.9% |
| 3M | -1.3% | +46.5% | -47.8% | -2.4% |
| 6M | -2.1% | +63.1% | -65.2% | -3.5% |
| YTD | -1.2% | +36.9% | -38.1% | -2.3% |
| 1Y | -0.5% | +78.1% | -78.6% | -2.3% |
| 3Y | +12.4% | +36.7% | -24.2% | +10.5% |
| 5Y | -2.4% | -38.1% | +35.7% | -3.4% |
| All | -2.4% | -38.6% | +36.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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