+322.0%
CMG vs AGG
+14.2%
+307.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -2.1% | -1.1% | -1.0% | -1.0% |
| 30D | +10.9% | -1.1% | +12.1% | +12.2% |
| 3M | +15.8% | -1.9% | +17.8% | +18.2% |
| 6M | +6.9% | -1.7% | +8.7% | +8.9% |
| YTD | -2.2% | -1.3% | -0.9% | -0.8% |
| 1Y | -7.1% | -0.7% | -6.3% | -6.4% |
| 3Y | -7.1% | +12.5% | -19.6% | -19.0% |
| 5Y | -4.8% | -2.5% | -2.3% | +1.5% |
| All | +322.0% | +14.2% | +307.8% | +376.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling