-0.8%
CRM vs AGG
-2.6%
+1.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -1.1% | -3.4% | -3.7% |
| 30D | +28.1% | -1.1% | +29.3% | +29.2% |
| 3M | +48.8% | -1.9% | +50.8% | +50.9% |
| 6M | +28.3% | -1.7% | +30.0% | +29.8% |
| YTD | -6.0% | -1.3% | -4.7% | -5.2% |
| 1Y | +1.4% | -0.7% | +2.2% | +1.9% |
| 3Y | +11.8% | +12.5% | -0.6% | 0.0% |
| All | -0.8% | -2.6% | +1.8% | -5.1% |
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