+83.5%
CLF vs BND
+17.0%
+66.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | -9.1% | -0.1% | -9.0% | -9.1% |
| 30D | -0.9% | +1.3% | -2.2% | -1.6% |
| 3M | +3.0% | -0.7% | +3.7% | +3.2% |
| 6M | +16.7% | -1.6% | +18.3% | +17.5% |
| YTD | -3.2% | -1.0% | -2.1% | -2.7% |
| 1Y | +24.6% | -0.7% | +25.3% | +25.1% |
| 3Y | -22.3% | +14.1% | -36.4% | -26.0% |
| 5Y | -41.2% | -1.5% | -39.7% | -43.8% |
| 10Y | +83.5% | +17.3% | +66.2% | +146.0% |
| All | +83.5% | +17.0% | +66.6% | +146.0% |
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 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