+323.6%
CVS vs BND
+76.8%
+246.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -0.1% | +4.1% | +3.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.5% |
| 3M | +2.7% | -0.6% | +3.3% | +2.4% |
| 6M | +21.9% | -1.4% | +23.3% | +21.2% |
| YTD | +24.7% | -0.2% | +25.0% | +24.6% |
| 1Y | +35.4% | +1.3% | +34.2% | +36.1% |
| 3Y | +65.2% | +13.2% | +52.0% | +73.6% |
| 5Y | +30.5% | -1.6% | +32.1% | +26.5% |
| 10Y | +40.4% | +15.5% | +24.9% | +54.0% |
| All | +323.6% | +76.8% | +246.8% | +549.3% |
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