+17.6%
BND vs CAPR
-63.2%
+80.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.7% | +8.1% | -0.6% |
| 7D | -1.4% | +19.1% | -20.5% | -1.4% |
| 30D | +0.8% | +48.8% | -48.0% | +0.8% |
| 3M | -1.2% | +144.4% | -145.6% | -1.2% |
| 6M | -1.4% | -67.5% | +66.1% | -1.4% |
| YTD | -1.3% | -64.5% | +63.2% | -1.3% |
| 1Y | -1.2% | +74.4% | -75.7% | -1.3% |
| 3Y | +13.7% | +265.7% | -252.0% | +13.7% |
| 5Y | -1.7% | +196.0% | -197.6% | -1.7% |
| All | +17.6% | -63.2% | +80.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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