+14.8%
AGG vs CSGP
+41.1%
-26.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.1% | -5.1% | +5.3% | +0.3% |
| 30D | -0.4% | +0.3% | -0.7% | -0.4% |
| 3M | -0.3% | -9.1% | +8.9% | -0.1% |
| 6M | -1.2% | -37.3% | +36.1% | -0.3% |
| YTD | -0.4% | -54.9% | +54.5% | +1.4% |
| 1Y | +0.4% | -65.5% | +65.9% | +2.8% |
| 3Y | +13.4% | -63.3% | +76.7% | +15.7% |
| 5Y | -1.4% | -65.8% | +64.4% | +0.3% |
| 10Y | +14.8% | +40.1% | -25.3% | +16.6% |
| All | +14.8% | +41.1% | -26.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling