+27.5%
BND vs CG
+282.0%
-254.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +0.6% | +11.2% | -10.6% | +0.4% |
| 3M | -1.6% | -22.1% | +20.5% | -1.3% |
| 6M | -1.5% | -17.9% | +16.4% | -1.3% |
| YTD | -1.5% | -31.3% | +29.8% | -1.0% |
| 1Y | -1.1% | -24.0% | +22.9% | -0.8% |
| 3Y | +13.6% | +45.0% | -31.4% | +12.7% |
| 5Y | -1.8% | -22.6% | +20.8% | -2.6% |
| 10Y | +17.0% | +282.1% | -265.1% | +16.8% |
| All | +27.5% | +282.0% | -254.5% | +27.4% |
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