+216.7%
CTVA vs BND
+9.0%
+207.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -1.0% | -3.5% | -4.3% |
| 30D | +11.3% | -1.1% | +12.4% | +11.6% |
| 3M | +12.3% | -1.9% | +14.2% | +12.9% |
| 6M | +7.2% | -1.6% | +8.8% | +7.6% |
| YTD | +26.0% | -1.2% | +27.2% | +26.4% |
| 1Y | +16.0% | -0.7% | +16.8% | +16.2% |
| 3Y | +73.9% | +12.5% | +61.4% | +68.8% |
| 5Y | +103.8% | -2.5% | +106.3% | +101.5% |
| All | +216.7% | +9.0% | +207.7% | +287.9% |
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