-1.4%
BND vs CTAS
+115.9%
-117.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.4% | +2.0% | -3.4% | -1.5% |
| 30D | +0.6% | +8.7% | -8.1% | +0.1% |
| 3M | -1.6% | +13.3% | -14.9% | -2.3% |
| 6M | -1.5% | +39.4% | -40.9% | -3.4% |
| YTD | -1.5% | +21.5% | -22.9% | -2.6% |
| 1Y | -1.1% | +21.9% | -23.0% | -2.3% |
| 3Y | +13.6% | +73.6% | -60.0% | +8.9% |
| All | -1.4% | +115.9% | -117.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling