+76.4%
BND vs CAPR
-99.1%
+175.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.1% | -2.0% | +1.8% | -0.1% |
| 30D | -0.4% | +139.2% | -139.5% | -0.4% |
| 3M | -0.6% | -66.4% | +65.7% | -0.6% |
| 6M | -1.4% | -63.1% | +61.7% | -1.4% |
| YTD | -0.2% | -67.4% | +67.2% | -0.2% |
| 1Y | +1.3% | +58.2% | -57.0% | +1.1% |
| 3Y | +13.2% | +42.2% | -29.1% | +12.9% |
| 5Y | -1.6% | +87.3% | -88.8% | -1.8% |
| 10Y | +15.5% | -75.3% | +90.7% | +15.1% |
| All | +76.4% | -99.1% | +175.4% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling