+75.5%
BND vs CAPR
-98.9%
+174.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.5% | -26.5% | -0.1% |
| 7D | -0.6% | +25.8% | -26.3% | -0.6% |
| 30D | +1.6% | +50.2% | -48.6% | +1.6% |
| 3M | -0.5% | +185.5% | -186.0% | -0.5% |
| 6M | -1.1% | -64.8% | +63.8% | -1.0% |
| YTD | -0.7% | -61.1% | +60.4% | -0.7% |
| 1Y | -0.7% | +81.0% | -81.6% | -0.8% |
| 3Y | +14.4% | +300.7% | -286.3% | +14.2% |
| 5Y | -1.1% | +223.3% | -224.4% | -1.3% |
| 10Y | +17.9% | -58.8% | +76.7% | +17.5% |
| All | +75.5% | -98.9% | +174.4% | +73.3% |
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