+222.5%
CB vs BND
+15.8%
+206.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -0.6% | +0.1% | -0.8% | -0.6% |
| 30D | -3.9% | -0.4% | -3.5% | -3.9% |
| 3M | +4.9% | -0.2% | +5.1% | +4.9% |
| 6M | +3.3% | -1.2% | +4.4% | +3.4% |
| YTD | +8.5% | -0.3% | +8.8% | +8.5% |
| 1Y | +22.1% | +0.4% | +21.7% | +22.0% |
| 3Y | +70.1% | +13.4% | +56.7% | +68.3% |
| 5Y | +97.4% | -1.5% | +98.9% | +96.9% |
| All | +222.5% | +15.8% | +206.7% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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