+74.2%
BND vs CLX
+212.1%
-137.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.1% |
| 7D | -1.4% | +9.5% | -10.9% | -1.6% |
| 30D | +0.6% | +30.7% | -30.1% | +0.1% |
| 3M | -1.6% | +4.2% | -5.8% | -1.7% |
| 6M | -1.5% | +22.1% | -23.7% | -2.0% |
| YTD | -1.5% | +14.1% | -15.5% | -1.8% |
| 1Y | -1.1% | +10.3% | -11.4% | -1.4% |
| 3Y | +13.6% | -7.8% | +21.4% | +13.5% |
| 5Y | -1.8% | -20.8% | +19.0% | -1.9% |
| 10Y | +17.0% | +31.9% | -14.9% | +17.5% |
| All | +74.2% | +212.1% | -137.9% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling