+0.4%
CCL vs AGG
-2.5%
+2.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.3% |
| 7D | -4.3% | -0.9% | -3.4% | -3.2% |
| 30D | -19.0% | -1.0% | -18.0% | -18.0% |
| 3M | -13.1% | -1.3% | -11.8% | -11.6% |
| 6M | -13.3% | -2.1% | -11.2% | -10.8% |
| YTD | -25.2% | -1.2% | -24.0% | -23.6% |
| 1Y | -27.2% | -0.5% | -26.7% | -26.1% |
| 3Y | +49.2% | +12.4% | +36.8% | +35.2% |
| 5Y | +0.4% | -2.4% | +2.8% | -28.3% |
| All | +0.4% | -2.5% | +2.9% | -28.3% |
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 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