+24.0%
BND vs CFG
+362.1%
-338.1%
-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 | +1.2% | +3.1% | -1.9% | +1.2% |
| 3M | -0.8% | -9.7% | +8.9% | -0.9% |
| 6M | -1.4% | +6.7% | -8.1% | -1.3% |
| YTD | -1.1% | +15.2% | -16.2% | -0.9% |
| 1Y | -1.0% | +28.8% | -29.8% | -0.7% |
| 3Y | +14.0% | +190.1% | -176.0% | +15.5% |
| 5Y | -1.4% | +63.4% | -64.8% | -0.9% |
| 10Y | +17.5% | +219.8% | -202.3% | +20.1% |
| All | +24.0% | +362.1% | -338.1% | +29.3% |
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