+16.2%
BND vs CVE
+136.1%
-120.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | 0.0% | -16.1% | +16.2% | 0.0% |
| 30D | +2.3% | -10.4% | +12.7% | +2.3% |
| 3M | -0.2% | -2.4% | +2.2% | -0.2% |
| 6M | -1.0% | -4.4% | +3.5% | -1.0% |
| YTD | -0.4% | +64.9% | -65.3% | -0.4% |
| 1Y | -0.1% | +66.0% | -66.2% | -0.1% |
| 3Y | +15.1% | +57.7% | -42.5% | +15.1% |
| 5Y | -1.5% | +144.7% | -146.2% | -1.7% |
| All | +16.2% | +136.1% | -120.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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