+40.0%
CVS vs AGG
+14.2%
+25.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.2% | -1.1% | -1.1% | -2.3% |
| 30D | -0.1% | -1.1% | +1.1% | -0.2% |
| 3M | -5.2% | -1.9% | -3.3% | -5.5% |
| 6M | +26.9% | -1.7% | +28.6% | +26.6% |
| YTD | +22.1% | -1.3% | +23.4% | +21.8% |
| 1Y | +30.8% | -0.7% | +31.5% | +30.7% |
| 3Y | +54.4% | +12.5% | +41.9% | +57.7% |
| 5Y | +33.4% | -2.5% | +35.8% | +26.7% |
| All | +40.0% | +14.2% | +25.8% | +53.6% |
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