+75.8%
BND vs CRS
+945.9%
-870.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -0.2% | -18.1% | +17.9% | -0.3% |
| 3M | -0.7% | -12.4% | +11.8% | -0.7% |
| 6M | -1.7% | +15.9% | -17.6% | -1.6% |
| YTD | -0.5% | +45.8% | -46.4% | -0.4% |
| 1Y | +0.4% | +87.8% | -87.4% | +0.5% |
| 3Y | +13.1% | +648.7% | -635.6% | +13.7% |
| 5Y | -2.1% | +1,416.6% | -1,418.7% | -1.3% |
| 10Y | +15.7% | +1,412.7% | -1,397.0% | +16.7% |
| All | +75.8% | +945.9% | -870.1% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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