-1.2%
AGG vs CSGP
-64.7%
+63.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | -0.2% | -4.1% | +3.9% | 0.0% |
| 30D | -0.4% | +2.3% | -2.7% | -0.5% |
| 3M | -0.7% | -8.2% | +7.5% | -0.5% |
| 6M | -1.5% | -35.1% | +33.5% | -0.3% |
| YTD | -0.3% | -54.0% | +53.8% | +2.2% |
| 1Y | +1.3% | -65.3% | +66.6% | +4.9% |
| 3Y | +13.2% | -62.6% | +75.8% | +16.4% |
| All | -1.2% | -64.7% | +63.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling