+29.1%
BND vs CG
+351.2%
-322.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.1% |
| 7D | -0.1% | -4.3% | +4.2% | -0.1% |
| 30D | -0.4% | -5.1% | +4.7% | -0.3% |
| 3M | -0.6% | +8.7% | -9.3% | -0.8% |
| 6M | -1.4% | -9.2% | +7.8% | -1.4% |
| YTD | -0.2% | -18.9% | +18.6% | 0.0% |
| 1Y | +1.3% | -25.6% | +26.9% | +1.6% |
| 3Y | +13.2% | +57.3% | -44.1% | +12.1% |
| 5Y | -1.6% | +10.2% | -11.7% | -2.6% |
| 10Y | +15.5% | +364.2% | -348.7% | +15.1% |
| All | +29.1% | +351.2% | -322.1% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling