-2.1%
BND vs CNP
+70.6%
-72.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -0.2% | -0.1% | -0.2% | -0.2% |
| 3M | -0.7% | -5.6% | +4.9% | -0.3% |
| 6M | -1.7% | -7.5% | +5.8% | -1.2% |
| YTD | -0.5% | +5.5% | -6.0% | -1.1% |
| 1Y | +0.4% | +8.3% | -8.0% | -0.4% |
| 3Y | +13.1% | +51.8% | -38.6% | +9.0% |
| 5Y | -2.1% | +69.9% | -72.0% | -5.7% |
| All | -2.1% | +70.6% | -72.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling