-1.5%
BND vs CP
+34.0%
-35.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | -0.4% | -0.5% | +0.2% | -0.3% |
| 3M | -0.2% | +1.4% | -1.7% | -0.3% |
| 6M | -1.2% | +10.3% | -11.5% | -1.6% |
| YTD | -0.3% | +24.3% | -24.6% | -1.2% |
| 1Y | +0.4% | +20.4% | -20.1% | -0.4% |
| 3Y | +13.4% | +21.8% | -8.4% | +12.2% |
| 5Y | -1.5% | +31.5% | -33.0% | -2.6% |
| All | -1.5% | +34.0% | -35.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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