+2.8%
BND vs CAI
-9.9%
+12.6%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -1.0% | -2.9% | +1.9% | -1.0% |
| 30D | -1.1% | +9.3% | -10.5% | -1.2% |
| 3M | -1.9% | +35.2% | -37.1% | -2.1% |
| 6M | -1.6% | +30.7% | -32.3% | -1.9% |
| YTD | -1.2% | -9.8% | +8.5% | -1.5% |
| 1Y | -0.7% | -28.9% | +28.1% | -1.0% |
| All | +2.8% | -9.9% | +12.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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