+74.2%
BND vs CRL
+615.0%
-540.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | +0.6% | +11.9% | -11.3% | +0.5% |
| 3M | -1.6% | +20.2% | -21.8% | -1.8% |
| 6M | -1.5% | +107.5% | -109.1% | -2.2% |
| YTD | -1.5% | +69.4% | -70.9% | -2.0% |
| 1Y | -1.1% | +99.7% | -100.8% | -1.8% |
| 3Y | +13.6% | +98.8% | -85.2% | +12.7% |
| 5Y | -1.8% | -12.4% | +10.6% | -2.7% |
| 10Y | +17.0% | +352.9% | -335.9% | +17.5% |
| All | +74.2% | +615.0% | -540.8% | +78.5% |
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