-24.8%
CCL vs BND
+76.8%
-101.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -20.3% | -0.4% | -20.0% | -20.2% |
| 3M | -15.1% | -0.6% | -14.5% | -14.9% |
| 6M | -15.1% | -1.4% | -13.7% | -14.7% |
| YTD | -21.8% | -0.2% | -21.6% | -21.6% |
| 1Y | -24.8% | +1.3% | -26.1% | -24.8% |
| 3Y | +51.9% | +13.2% | +38.7% | +48.8% |
| 5Y | +4.0% | -1.6% | +5.6% | -1.1% |
| 10Y | -42.2% | +15.5% | -57.7% | -39.3% |
| All | -24.8% | +76.8% | -101.6% | +20.3% |
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