-54.6%
CLF vs BND
+76.8%
-131.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.1% | +7.7% | +7.5% |
| 30D | -1.2% | -0.4% | -0.8% | -1.3% |
| 3M | -13.4% | -0.6% | -12.7% | -13.6% |
| 6M | +15.4% | -1.4% | +16.9% | +14.3% |
| YTD | -5.9% | -0.2% | -5.6% | -6.1% |
| 1Y | +18.8% | +1.3% | +17.5% | +19.4% |
| 3Y | -19.4% | +13.2% | -32.6% | -13.9% |
| 5Y | -47.7% | -1.6% | -46.2% | -52.0% |
| 10Y | +130.4% | +15.5% | +114.9% | +164.9% |
| All | -54.6% | +76.8% | -131.3% | -5.3% |
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