-42.6%
CCL vs AGG
+14.2%
-56.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.4% |
| 7D | -3.2% | -1.1% | -2.2% | -1.6% |
| 30D | -17.8% | -1.1% | -16.6% | -16.3% |
| 3M | -18.7% | -1.9% | -16.7% | -16.0% |
| 6M | -11.4% | -1.7% | -9.7% | -8.4% |
| YTD | -24.3% | -1.3% | -23.0% | -22.1% |
| 1Y | -28.8% | -0.7% | -28.1% | -27.4% |
| 3Y | +49.3% | +12.5% | +36.8% | +27.0% |
| 5Y | +1.6% | -2.5% | +4.1% | +7.9% |
| All | -42.6% | +14.2% | -56.9% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling