+76.4%
BND vs CAG
+61.8%
+14.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.1% | -3.8% | +3.6% | -0.1% |
| 30D | -0.4% | +3.1% | -3.5% | -0.4% |
| 3M | -0.6% | +23.5% | -24.1% | -0.8% |
| 6M | -1.4% | -14.8% | +13.4% | -1.3% |
| YTD | -0.2% | -5.4% | +5.2% | -0.2% |
| 1Y | +1.3% | -11.8% | +13.1% | +1.4% |
| 3Y | +13.2% | -36.7% | +49.8% | +13.5% |
| 5Y | -1.6% | -40.3% | +38.7% | -1.2% |
| 10Y | +15.5% | -37.0% | +52.5% | +15.7% |
| All | +76.4% | +61.8% | +14.6% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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