+74.2%
BND vs CPB
+11.6%
+62.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.2% |
| 7D | -1.4% | -1.6% | +0.1% | -1.4% |
| 30D | +0.6% | +19.2% | -18.6% | +0.4% |
| 3M | -1.6% | -0.9% | -0.7% | -1.6% |
| 6M | -1.5% | +15.2% | -16.8% | -1.7% |
| YTD | -1.5% | -13.1% | +11.6% | -1.4% |
| 1Y | -1.1% | -22.4% | +21.4% | -0.9% |
| 3Y | +13.6% | -35.3% | +48.9% | +13.9% |
| 5Y | -1.8% | -33.0% | +31.2% | -1.5% |
| 10Y | +17.0% | -39.2% | +56.2% | +17.5% |
| All | +74.2% | +11.6% | +62.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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