+17.5%
BND vs CHRW
+128.6%
-111.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.4% | +7.3% | -8.7% | -1.5% |
| 30D | +0.6% | -3.6% | +4.2% | +0.6% |
| 3M | -1.6% | -9.6% | +8.0% | -1.6% |
| 6M | -1.5% | -17.0% | +15.5% | -1.5% |
| YTD | -1.5% | -15.4% | +14.0% | -1.4% |
| 1Y | -1.1% | -10.0% | +8.9% | -1.1% |
| 3Y | +13.6% | +82.2% | -68.6% | +13.0% |
| 5Y | -1.8% | +59.4% | -61.2% | -2.2% |
| All | +17.5% | +128.6% | -111.2% | +17.2% |
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