+17.9%
BND vs CNH
+113.9%
-96.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.6% | +6.7% | -7.2% | -0.6% |
| 30D | +1.6% | +7.2% | -5.6% | +1.5% |
| 3M | -0.5% | +17.5% | -18.0% | -0.7% |
| 6M | -1.1% | +15.0% | -16.0% | -1.3% |
| YTD | -0.7% | +36.8% | -37.5% | -1.2% |
| 1Y | -0.7% | +27.6% | -28.3% | -1.1% |
| 3Y | +14.4% | +34.3% | -19.9% | +13.8% |
| 5Y | -1.1% | -12.2% | +11.2% | -1.4% |
| 10Y | +17.9% | +113.9% | -96.0% | +13.8% |
| All | +17.9% | +113.9% | -96.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling