+325.6%
CL vs BND
+76.8%
+248.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -0.1% | -2.0% | -2.2% |
| 30D | -4.8% | -0.4% | -4.5% | -4.8% |
| 3M | +4.9% | -0.6% | +5.5% | +5.0% |
| 6M | -5.7% | -1.4% | -4.3% | -5.4% |
| YTD | +14.4% | -0.2% | +14.6% | +14.5% |
| 1Y | +8.7% | +1.3% | +7.5% | +8.5% |
| 3Y | +30.0% | +13.2% | +16.8% | +27.8% |
| 5Y | +28.4% | -1.6% | +29.9% | +26.3% |
| 10Y | +50.1% | +15.5% | +34.6% | +50.0% |
| All | +325.6% | +76.8% | +248.8% | +371.1% |
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