-32.4%
CDE vs AGG
+96.0%
-128.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -3.1% | -1.1% | -2.1% | -1.7% |
| 30D | +9.5% | -1.1% | +10.6% | +11.3% |
| 3M | +25.5% | -1.9% | +27.4% | +29.2% |
| 6M | -7.9% | -1.7% | -6.2% | -4.9% |
| YTD | +15.6% | -1.3% | +16.9% | +18.6% |
| 1Y | +34.0% | -0.7% | +34.8% | +36.7% |
| 3Y | +791.9% | +12.5% | +779.4% | +678.1% |
| 5Y | +197.7% | -2.5% | +200.2% | +201.5% |
| 10Y | +55.0% | +14.2% | +40.8% | +44.1% |
| All | -32.4% | +96.0% | -128.4% | -52.8% |
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