+76.4%
BND vs CRL
+510.3%
-434.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.1% | -1.0% | +0.9% | -0.1% |
| 30D | -0.4% | +10.7% | -11.0% | -0.4% |
| 3M | -0.6% | +55.3% | -55.9% | -1.0% |
| 6M | -1.4% | +60.7% | -62.1% | -1.9% |
| YTD | -0.2% | +44.6% | -44.9% | -0.6% |
| 1Y | +1.3% | +77.7% | -76.5% | +0.7% |
| 3Y | +13.2% | +37.6% | -24.5% | +12.5% |
| 5Y | -1.6% | -35.8% | +34.3% | -2.3% |
| 10Y | +15.5% | +241.7% | -226.3% | +16.0% |
| All | +76.4% | +510.3% | -434.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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