+76.4%
BND vs CTAS
+2,745.4%
-2,669.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.1% | -1.8% | +1.7% | -0.2% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | -0.6% | +11.7% | -12.3% | -0.6% |
| 6M | -1.4% | +0.7% | -2.2% | -1.4% |
| YTD | -0.2% | +7.4% | -7.6% | -0.2% |
| 1Y | +1.3% | -2.1% | +3.4% | +1.3% |
| 3Y | +13.2% | +62.9% | -49.8% | +13.6% |
| 5Y | -1.6% | +111.9% | -113.4% | -0.9% |
| 10Y | +15.5% | +652.2% | -636.7% | +21.0% |
| All | +76.4% | +2,745.4% | -2,669.0% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling