+14.9%
BND vs CF
+606.5%
-591.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.6% |
| 7D | -0.9% | -2.0% | +1.0% | -0.9% |
| 30D | -1.0% | +15.3% | -16.2% | -0.9% |
| 3M | -1.2% | +24.3% | -25.5% | -1.2% |
| 6M | -2.0% | +23.9% | -25.9% | -2.0% |
| YTD | -1.2% | +77.3% | -78.4% | -1.2% |
| 1Y | -0.5% | +58.7% | -59.2% | -0.5% |
| 3Y | +12.4% | +72.8% | -60.4% | +12.4% |
| 5Y | -2.5% | +228.8% | -231.2% | -2.9% |
| All | +14.9% | +606.5% | -591.6% | +14.2% |
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