+365.6%
CL vs BND
+76.5%
+289.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | +11.4% | +2.3% | +9.1% | +10.8% |
| 3M | +4.4% | -0.2% | +4.6% | +4.5% |
| 6M | +10.8% | -1.0% | +11.8% | +11.0% |
| YTD | +25.1% | -0.4% | +25.5% | +25.3% |
| 1Y | +28.0% | -0.1% | +28.1% | +28.0% |
| 3Y | +37.6% | +15.1% | +22.5% | +35.1% |
| 5Y | +39.7% | -1.5% | +41.2% | +37.5% |
| 10Y | +75.8% | +16.0% | +59.7% | +76.0% |
| All | +365.6% | +76.5% | +289.1% | +415.6% |
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