-55.5%
CLF vs BND
+76.6%
-132.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +6.9% | +7.0% |
| 7D | -14.1% | +0.4% | -14.5% | -13.9% |
| 30D | -5.5% | +2.0% | -7.5% | -4.6% |
| 3M | 0.0% | -0.4% | +0.4% | -0.1% |
| 6M | +11.3% | -0.9% | +12.2% | +10.8% |
| YTD | -7.7% | -0.3% | -7.3% | -7.9% |
| 1Y | +17.5% | 0.0% | +17.6% | +17.5% |
| 3Y | -25.4% | +15.1% | -40.5% | -19.3% |
| 5Y | -46.0% | -1.5% | -44.4% | -50.3% |
| 10Y | +80.1% | +17.6% | +62.5% | +113.9% |
| All | -55.5% | +76.6% | -132.0% | -7.1% |
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