The Confidence Band graph displays the linear regression of all the monthly data values.  The green diamonds on the chart are the monthly returns. By rolling your mouse over the diamond, its value will appear.  The red line is the linear regression line.  A positive slope shows an increase in monthly performance over time. A decrease suggests a degradation of  performance. 

The light green bands show the range in which 95% of all monthly data values should fall.  It looks at all the monthly values and determines this based on the values deviation from the linear regression line. In the example above the band at the very right of the chart spans from about a -$21,000 to a +$20,000.  95% of future monthly returns should be within this range. 

The light blue line is based on the red linear regression line. It shows the range in which the line should stay 95% of the time. In the example above the line should remain between -$5,000 and +$5,000.