+17.9%
BND vs CF
+485.9%
-468.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | 0.0% |
| 7D | -0.6% | +10.4% | -10.9% | -0.5% |
| 30D | +1.6% | +7.6% | -6.0% | +1.6% |
| 3M | -0.5% | +5.2% | -5.6% | -0.5% |
| 6M | -1.1% | -0.1% | -1.0% | -1.0% |
| YTD | -0.7% | +61.7% | -62.4% | -0.8% |
| 1Y | -0.7% | +50.3% | -51.0% | -0.7% |
| 3Y | +14.4% | +66.0% | -51.5% | +14.3% |
| 5Y | -1.1% | +114.5% | -115.6% | -1.4% |
| 10Y | +17.9% | +471.5% | -453.6% | +16.6% |
| All | +17.9% | +485.9% | -468.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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