+13.3%
BND vs CG
+48.1%
-34.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.1% |
| 7D | -0.1% | -6.4% | +6.3% | 0.0% |
| 30D | -0.2% | -7.1% | +6.8% | -0.1% |
| 3M | -0.7% | -1.6% | +0.9% | -0.7% |
| 6M | -1.7% | -8.3% | +6.7% | -1.5% |
| YTD | -0.5% | -23.8% | +23.3% | -0.1% |
| 1Y | +0.4% | -28.7% | +29.1% | +0.9% |
| All | +13.3% | +48.1% | -34.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling