+17.4%
BND vs CLBK
+66.9%
-49.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | -0.4% | +7.8% | -8.1% | -0.4% |
| 3M | -0.2% | +23.9% | -24.1% | -0.4% |
| 6M | -1.2% | +42.3% | -43.5% | -1.5% |
| YTD | -0.3% | +65.4% | -65.7% | -0.8% |
| 1Y | +0.4% | +70.3% | -69.9% | -0.1% |
| 3Y | +13.4% | +54.5% | -41.1% | +12.8% |
| 5Y | -1.5% | +43.1% | -44.6% | -2.1% |
| All | +17.4% | +66.9% | -49.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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