+41.1%
CLS vs AGG
+1.5%
+39.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.6% |
| 7D | +4.6% | -0.2% | +4.7% | +5.4% |
| 30D | -13.9% | -0.4% | -13.5% | -12.1% |
| 3M | -26.6% | -0.7% | -25.9% | -24.3% |
| 6M | +15.4% | -1.5% | +16.9% | +22.3% |
| YTD | +5.7% | -0.3% | +5.9% | +8.5% |
| 1Y | +41.1% | +1.3% | +39.8% | +31.9% |
| All | +41.1% | +1.5% | +39.6% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling