+76.1%
BND vs CP
+898.8%
-822.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | 0.0% | +2.8% | -2.7% | +0.1% |
| 30D | +2.3% | +10.2% | -7.9% | +2.3% |
| 3M | -0.2% | +2.4% | -2.6% | -0.2% |
| 6M | -1.0% | +7.7% | -8.6% | -0.9% |
| YTD | -0.4% | +26.0% | -26.4% | -0.2% |
| 1Y | -0.1% | +34.6% | -34.8% | +0.1% |
| 3Y | +15.1% | +26.7% | -11.6% | +15.4% |
| 5Y | -1.5% | +24.9% | -26.4% | -1.2% |
| 10Y | +16.0% | +258.6% | -242.6% | +18.9% |
| All | +76.1% | +898.8% | -822.7% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling