+74.2%
BND vs CTAS
+3,118.5%
-3,044.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.4% | +2.0% | -3.4% | -1.4% |
| 30D | +0.6% | +8.7% | -8.1% | +0.6% |
| 3M | -1.6% | +13.3% | -14.9% | -1.6% |
| 6M | -1.5% | +39.4% | -40.9% | -1.4% |
| YTD | -1.5% | +21.5% | -22.9% | -1.4% |
| 1Y | -1.1% | +21.9% | -23.0% | -1.0% |
| 3Y | +13.6% | +73.6% | -60.0% | +14.0% |
| 5Y | -1.8% | +116.2% | -118.0% | -1.3% |
| 10Y | +17.0% | +818.2% | -801.2% | +22.9% |
| All | +74.2% | +3,118.5% | -3,044.3% | +91.3% |
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 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