+537.2%
CI vs BND
+76.8%
+460.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.3% | -0.1% | +1.5% | +1.3% |
| 30D | +4.4% | -0.4% | +4.8% | +4.5% |
| 3M | +0.7% | -0.6% | +1.3% | +0.7% |
| 6M | +0.3% | -1.4% | +1.8% | +0.4% |
| YTD | +3.8% | -0.2% | +4.0% | +3.8% |
| 1Y | -5.5% | +1.3% | -6.8% | -5.5% |
| 3Y | +8.1% | +13.2% | -5.0% | +7.9% |
| 5Y | +42.8% | -1.6% | +44.4% | +42.2% |
| 10Y | +143.9% | +15.5% | +128.4% | +147.1% |
| All | +537.2% | +76.8% | +460.5% | +410.0% |
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 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