+1,669.5%
CB vs AGG
+95.5%
+1,573.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.0% |
| 7D | +2.9% | -1.5% | +4.4% | +2.6% |
| 30D | +7.3% | +0.6% | +6.7% | +7.5% |
| 3M | +9.4% | -1.6% | +11.0% | +9.0% |
| 6M | +19.6% | -1.6% | +21.2% | +19.2% |
| YTD | +21.5% | -1.5% | +23.0% | +21.1% |
| 1Y | +28.0% | -1.1% | +29.1% | +27.7% |
| 3Y | +74.9% | +13.6% | +61.2% | +80.8% |
| 5Y | +108.1% | -1.7% | +109.8% | +104.6% |
| 10Y | +251.8% | +16.1% | +235.7% | +272.8% |
| All | +1,669.5% | +95.5% | +1,573.9% | +2,124.5% |
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