+76.2%
BND vs CLX
+157.5%
-81.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.1% | -3.5% | +3.7% | +0.2% |
| 30D | -0.4% | -11.9% | +11.5% | -0.1% |
| 3M | -0.2% | -2.6% | +2.4% | -0.2% |
| 6M | -1.2% | -18.2% | +17.0% | -0.9% |
| YTD | -0.3% | -5.9% | +5.6% | -0.3% |
| 1Y | +0.4% | -23.8% | +24.2% | +0.8% |
| 3Y | +13.4% | -33.6% | +47.0% | +14.0% |
| 5Y | -1.5% | -35.7% | +34.2% | -1.2% |
| 10Y | +15.5% | -2.5% | +18.0% | +16.2% |
| All | +76.2% | +157.5% | -81.3% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CLX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling