+5.6%
CVS vs AGG
-0.5%
+6.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.5% | -13.0% | -12.7% |
| 7D | -11.1% | +0.5% | -11.6% | -11.3% |
| 30D | -7.4% | +2.4% | -9.8% | -8.9% |
| 3M | -22.9% | -1.0% | -21.9% | -22.6% |
| 6M | -1.2% | -0.9% | -0.3% | -1.0% |
| YTD | +3.9% | -0.9% | +4.7% | +3.8% |
| 1Y | +5.6% | -0.5% | +6.0% | +4.4% |
| All | +5.6% | -0.5% | +6.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling