+41.0%
CLS vs AGG
-0.7%
+41.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.6% | +6.9% |
| 7D | +10.9% | -1.1% | +12.0% | +16.0% |
| 30D | +2.1% | -1.1% | +3.2% | +7.3% |
| 3M | -10.2% | -1.9% | -8.3% | -2.8% |
| 6M | +30.4% | -1.7% | +32.1% | +40.8% |
| YTD | +17.2% | -1.3% | +18.5% | +26.2% |
| 1Y | +41.0% | -0.7% | +41.8% | +55.0% |
| All | +41.0% | -0.7% | +41.7% | +55.0% |
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