+47.5%
CCL vs AGG
+12.6%
+34.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | +0.1% |
| 7D | -4.3% | -0.9% | -3.4% | -2.7% |
| 30D | -19.0% | -1.0% | -18.0% | -17.5% |
| 3M | -13.1% | -1.3% | -11.8% | -10.8% |
| 6M | -13.3% | -2.1% | -11.2% | -9.8% |
| YTD | -25.2% | -1.2% | -24.0% | -22.9% |
| 1Y | -27.2% | -0.5% | -26.7% | -25.5% |
| All | +47.5% | +12.6% | +34.9% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling