+3,616.8%
CLS vs AGG
-2.5%
+3,619.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.0% |
| 7D | +5.0% | -0.9% | +5.9% | +5.8% |
| 30D | +4.8% | -1.0% | +5.7% | +5.7% |
| 3M | -10.4% | -1.3% | -9.1% | -9.3% |
| 6M | +20.8% | -2.1% | +22.9% | +23.1% |
| YTD | +10.0% | -1.2% | +11.2% | +11.6% |
| 1Y | +28.5% | -0.5% | +29.0% | +29.8% |
| 3Y | +1,292.2% | +12.4% | +1,279.8% | +1,178.8% |
| 5Y | +3,616.8% | -2.4% | +3,619.2% | +3,579.4% |
| All | +3,616.8% | -2.5% | +3,619.3% | +3,579.4% |
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