+4,259.9%
CME vs AGG
+97.9%
+4,162.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.8% |
| 30D | +5.5% | -0.4% | +5.9% | +5.3% |
| 3M | +11.0% | -0.3% | +11.2% | +10.8% |
| 6M | -9.7% | -1.2% | -8.5% | -10.3% |
| YTD | +4.9% | -0.4% | +5.2% | +4.7% |
| 1Y | +10.1% | +0.4% | +9.7% | +10.5% |
| 3Y | +53.5% | +13.4% | +40.1% | +67.8% |
| 5Y | +77.2% | -1.4% | +78.6% | +69.6% |
| 10Y | +282.1% | +14.8% | +267.3% | +338.0% |
| All | +4,259.9% | +97.9% | +4,162.0% | +8,375.7% |
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