+76.4%
BND vs CHD
+882.4%
-806.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -0.1% | -2.7% | +2.5% | -0.1% |
| 30D | -0.4% | -4.6% | +4.3% | -0.3% |
| 3M | -0.6% | +5.0% | -5.7% | -0.7% |
| 6M | -1.4% | -3.2% | +1.8% | -1.4% |
| YTD | -0.2% | +18.6% | -18.9% | -0.4% |
| 1Y | +1.3% | +4.8% | -3.5% | +1.2% |
| 3Y | +13.2% | +6.1% | +7.0% | +13.0% |
| 5Y | -1.6% | +24.0% | -25.5% | -1.8% |
| 10Y | +15.5% | +124.5% | -109.0% | +15.6% |
| All | +76.4% | +882.4% | -806.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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