+17.9%
BND vs CVE
+144.4%
-126.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | +1.6% | -10.8% | +12.4% | +1.6% |
| 3M | -0.5% | -4.3% | +3.9% | -0.5% |
| 6M | -1.1% | -1.5% | +0.4% | -1.1% |
| YTD | -0.7% | +70.7% | -71.4% | -0.7% |
| 1Y | -0.7% | +58.1% | -58.8% | -0.7% |
| 3Y | +14.4% | +69.8% | -55.4% | +14.4% |
| 5Y | -1.1% | +148.9% | -150.0% | -1.3% |
| 10Y | +17.9% | +143.5% | -125.6% | +15.3% |
| All | +17.9% | +144.4% | -126.5% | +15.3% |
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