+28.0%
CB vs BND
-1.2%
+29.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | -1.4% | +4.4% | +3.0% |
| 30D | +7.3% | +0.6% | +6.7% | +7.4% |
| 3M | +9.4% | -1.6% | +11.0% | +8.4% |
| 6M | +19.6% | -1.5% | +21.2% | +18.6% |
| YTD | +21.5% | -1.5% | +22.9% | +20.6% |
| 1Y | +28.0% | -1.1% | +29.1% | +27.2% |
| All | +28.0% | -1.2% | +29.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling