+5,760.6%
CRM vs AGG
+96.2%
+5,664.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.4% | -1.1% | -3.4% | -4.6% |
| 30D | +28.1% | -1.1% | +29.3% | +27.9% |
| 3M | +48.8% | -1.9% | +50.8% | +48.4% |
| 6M | +28.3% | -1.7% | +30.0% | +27.9% |
| YTD | -6.0% | -1.3% | -4.7% | -6.2% |
| 1Y | +1.4% | -0.7% | +2.2% | +1.3% |
| 3Y | +11.8% | +12.5% | -0.6% | +14.1% |
| 5Y | -2.0% | -2.5% | +0.5% | -7.2% |
| 10Y | +239.6% | +14.2% | +225.4% | +260.8% |
| All | +5,760.6% | +96.2% | +5,664.4% | +6,654.4% |
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 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