-2.7%
BND vs CBOE
+136.7%
-139.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | 0.0% |
| 7D | -1.0% | -5.8% | +4.8% | -1.0% |
| 30D | -1.1% | -3.1% | +2.0% | -1.1% |
| 3M | -1.9% | -4.8% | +2.9% | -1.8% |
| 6M | -1.6% | -0.6% | -1.1% | -1.7% |
| YTD | -1.2% | +12.8% | -14.0% | -1.6% |
| 1Y | -0.7% | +19.8% | -20.5% | -1.2% |
| 3Y | +12.5% | +86.9% | -74.4% | +10.9% |
| All | -2.7% | +136.7% | -139.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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