-2.7%
BND vs CPAY
+55.3%
-58.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.0% | -2.0% | +0.9% | -1.0% |
| 30D | -1.1% | -0.4% | -0.8% | -1.1% |
| 3M | -1.9% | +16.4% | -18.2% | -2.2% |
| 6M | -1.6% | +23.5% | -25.1% | -2.1% |
| YTD | -1.2% | +35.7% | -36.9% | -1.9% |
| 1Y | -0.7% | +30.2% | -30.9% | -1.4% |
| 3Y | +12.5% | +49.7% | -37.2% | +11.0% |
| All | -2.7% | +55.3% | -58.0% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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