+76.4%
BND vs CF
+2,334.8%
-2,258.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | 0.0% |
| 7D | -0.1% | +6.0% | -6.2% | -0.1% |
| 30D | -0.4% | +14.8% | -15.2% | -0.2% |
| 3M | -0.6% | +14.1% | -14.7% | -0.5% |
| 6M | -1.4% | +28.5% | -30.0% | -1.1% |
| YTD | -0.2% | +74.9% | -75.2% | +0.4% |
| 1Y | +1.3% | +61.7% | -60.4% | +1.9% |
| 3Y | +13.2% | +80.3% | -67.2% | +14.0% |
| 5Y | -1.6% | +226.0% | -227.5% | 0.0% |
| 10Y | +15.5% | +569.9% | -554.4% | +19.0% |
| All | +76.4% | +2,334.8% | -2,258.5% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling