+99.4%
CB vs AGG
-1.7%
+101.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | -3.1% | -0.2% | -2.8% | -3.1% |
| 3M | +4.2% | -0.7% | +4.9% | +4.2% |
| 6M | +4.7% | -1.8% | +6.5% | +4.8% |
| YTD | +8.8% | -0.6% | +9.4% | +8.8% |
| 1Y | +22.6% | +0.4% | +22.3% | +22.5% |
| 3Y | +70.6% | +13.2% | +57.5% | +70.3% |
| 5Y | +99.4% | -2.0% | +101.4% | +83.1% |
| All | +99.4% | -1.7% | +101.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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