+76.2%
BND vs CAPR
-99.0%
+175.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | 0.0% |
| 7D | +0.4% | +36.0% | -35.6% | +0.4% |
| 30D | +2.0% | +25.8% | -23.8% | +2.0% |
| 3M | -0.4% | +140.8% | -141.2% | -0.4% |
| 6M | -0.9% | -67.6% | +66.6% | -0.9% |
| YTD | -0.3% | -65.9% | +65.5% | -0.3% |
| 1Y | 0.0% | +66.1% | -66.1% | -0.2% |
| 3Y | +15.1% | +256.9% | -241.8% | +14.8% |
| 5Y | -1.5% | +172.1% | -173.6% | -1.8% |
| 10Y | +17.6% | -64.7% | +82.3% | +17.2% |
| All | +76.2% | -99.0% | +175.2% | +74.0% |
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