+9.0%
CCL vs AGG
+97.9%
-88.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | -20.0% | -0.4% | -19.6% | -19.9% |
| 3M | -13.7% | -0.3% | -13.4% | -13.5% |
| 6M | -9.0% | -1.2% | -7.8% | -8.6% |
| YTD | -22.8% | -0.4% | -22.5% | -22.6% |
| 1Y | -25.3% | +0.4% | -25.7% | -25.2% |
| 3Y | +54.1% | +13.4% | +40.6% | +50.6% |
| 5Y | +3.5% | -1.4% | +4.9% | -0.5% |
| 10Y | -41.0% | +14.8% | -55.9% | -39.6% |
| All | +9.0% | +97.9% | -88.8% | +41.7% |
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