+25.1%
BND vs CFG
+396.4%
-371.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.1% | +1.5% | -1.7% | -0.1% |
| 30D | -0.4% | -3.8% | +3.5% | -0.4% |
| 3M | -0.6% | +11.5% | -12.1% | -0.5% |
| 6M | -1.4% | +19.2% | -20.6% | -1.3% |
| YTD | -0.2% | +23.7% | -23.9% | 0.0% |
| 1Y | +1.3% | +38.8% | -37.6% | +1.6% |
| 3Y | +13.2% | +178.9% | -165.7% | +14.5% |
| 5Y | -1.6% | +101.8% | -103.3% | -0.7% |
| 10Y | +15.5% | +317.3% | -301.8% | +19.4% |
| All | +25.1% | +396.4% | -371.3% | +30.5% |
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