+15.7%
BND vs CHRW
+170.5%
-154.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.2% |
| 7D | -0.1% | +4.1% | -4.2% | -0.2% |
| 30D | -0.2% | +1.9% | -2.1% | -0.2% |
| 3M | -0.7% | -21.2% | +20.5% | -0.6% |
| 6M | -1.7% | -16.7% | +15.0% | -1.6% |
| YTD | -0.5% | -5.4% | +4.8% | -0.6% |
| 1Y | +0.4% | +21.2% | -20.8% | +0.2% |
| 3Y | +13.1% | +86.5% | -73.3% | +12.6% |
| 5Y | -2.1% | +93.0% | -95.1% | -2.4% |
| 10Y | +15.7% | +174.5% | -158.8% | +15.6% |
| All | +15.7% | +170.5% | -154.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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