+14.9%
BND vs CTAS
+675.6%
-660.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -1.0% | -3.1% | +2.1% | -0.9% |
| 3M | -1.2% | +10.3% | -11.5% | -1.5% |
| 6M | -2.0% | +1.6% | -3.6% | -2.1% |
| YTD | -1.2% | +6.3% | -7.5% | -1.4% |
| 1Y | -0.5% | -0.5% | 0.0% | -0.5% |
| 3Y | +12.4% | +64.6% | -52.2% | +10.8% |
| 5Y | -2.5% | +106.0% | -108.5% | -4.4% |
| All | +14.9% | +675.6% | -660.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling