+845.5%
CB vs BND
+75.4%
+770.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +8.2% | +1.3% | +6.9% | +8.4% |
| 3M | +6.3% | -0.7% | +7.0% | +6.2% |
| 6M | +16.2% | -1.6% | +17.8% | +15.9% |
| YTD | +19.3% | -1.0% | +20.4% | +19.2% |
| 1Y | +29.2% | -0.7% | +29.9% | +29.1% |
| 3Y | +71.4% | +14.1% | +57.4% | +75.5% |
| 5Y | +104.2% | -1.5% | +105.8% | +101.2% |
| 10Y | +246.7% | +17.3% | +229.3% | +267.4% |
| All | +845.5% | +75.4% | +770.2% | +1,002.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling