+150.9%
CI vs BND
+17.7%
+133.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +6.4% | +1.6% | +4.8% | +6.1% |
| 3M | +10.7% | -0.5% | +11.2% | +10.8% |
| 6M | +5.5% | -1.1% | +6.5% | +5.6% |
| YTD | +11.4% | -0.7% | +12.1% | +11.5% |
| 1Y | +15.0% | -0.7% | +15.7% | +15.1% |
| 3Y | +9.0% | +14.4% | -5.5% | +7.0% |
| 5Y | +52.0% | -1.1% | +53.0% | +52.5% |
| 10Y | +150.9% | +17.9% | +133.0% | +179.4% |
| All | +150.9% | +17.7% | +133.2% | +179.4% |
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