+127.6%
CLF vs BND
+15.6%
+112.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.7% | -0.1% | -2.5% | -2.6% |
| 30D | -3.2% | -0.2% | -3.0% | -3.1% |
| 3M | -5.0% | -0.7% | -4.3% | -4.7% |
| 6M | +26.6% | -1.7% | +28.3% | +27.5% |
| YTD | -9.0% | -0.5% | -8.4% | -8.7% |
| 1Y | +11.8% | +0.4% | +11.5% | +11.9% |
| 3Y | -15.1% | +13.1% | -28.2% | -18.6% |
| 5Y | -48.2% | -2.1% | -46.1% | -50.8% |
| 10Y | +127.6% | +15.7% | +111.9% | +197.5% |
| All | +127.6% | +15.6% | +112.0% | +197.5% |
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