+1,887.8%
CLS vs AGG
+97.9%
+1,789.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +12.8% | +0.1% | +12.6% | +12.8% |
| 30D | +3.8% | -0.4% | +4.2% | +3.8% |
| 3M | -14.6% | -0.3% | -14.4% | -14.6% |
| 6M | +32.2% | -1.2% | +33.5% | +32.3% |
| YTD | +11.6% | -0.4% | +12.0% | +11.7% |
| 1Y | +35.1% | +0.4% | +34.7% | +35.1% |
| 3Y | +1,312.5% | +13.4% | +1,299.1% | +1,314.7% |
| 5Y | +3,542.1% | -1.4% | +3,543.5% | +3,418.5% |
| 10Y | +2,944.0% | +14.8% | +2,929.2% | +3,110.4% |
| All | +1,887.8% | +97.9% | +1,789.9% | +2,943.7% |
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