+1,503.8%
CB vs AGG
+98.1%
+1,405.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | -3.1% | -0.4% | -2.7% | -3.2% |
| 3M | +9.0% | -0.7% | +9.6% | +8.8% |
| 6M | +2.9% | -1.5% | +4.4% | +2.5% |
| YTD | +10.1% | -0.3% | +10.4% | +10.1% |
| 1Y | +22.8% | +1.3% | +21.5% | +23.2% |
| 3Y | +73.8% | +13.2% | +60.6% | +79.3% |
| 5Y | +99.2% | -1.4% | +100.6% | +95.7% |
| 10Y | +218.2% | +14.9% | +203.4% | +234.4% |
| All | +1,503.8% | +98.1% | +1,405.8% | +1,922.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling