+24.5%
BND vs CFG
+362.1%
-337.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +1.6% | +3.1% | -1.6% | +1.6% |
| 3M | -0.5% | -9.7% | +9.2% | -0.6% |
| 6M | -1.1% | +6.7% | -7.8% | -1.0% |
| YTD | -0.7% | +15.2% | -15.9% | -0.5% |
| 1Y | -0.7% | +28.8% | -29.4% | -0.4% |
| 3Y | +14.4% | +190.1% | -175.6% | +15.9% |
| 5Y | -1.1% | +63.4% | -64.4% | -0.5% |
| 10Y | +17.9% | +219.8% | -201.8% | +20.5% |
| All | +24.5% | +362.1% | -337.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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