+98.1%
AGG vs CRL
+805.7%
-707.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -0.4% | +5.0% | -5.3% | -0.4% |
| 3M | -0.3% | +50.6% | -50.9% | -0.8% |
| 6M | -1.2% | +60.9% | -62.2% | -1.8% |
| YTD | -0.4% | +40.7% | -41.1% | -0.8% |
| 1Y | +0.4% | +73.3% | -72.9% | -0.3% |
| 3Y | +13.4% | +40.6% | -27.1% | +12.6% |
| 5Y | -1.4% | -37.0% | +35.6% | -2.0% |
| 10Y | +14.8% | +244.3% | -229.4% | +14.2% |
| All | +98.1% | +805.7% | -707.6% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling