-0.5%
BND vs CSGP
-53.2%
+52.7%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | +0.4% |
| 7D | +0.4% | +18.3% | -17.9% | +0.2% |
| 30D | +2.3% | +17.8% | -15.5% | +2.2% |
| 3M | -1.0% | +9.3% | -10.2% | -1.0% |
| 6M | -0.9% | -7.9% | +7.1% | -1.0% |
| YTD | -0.9% | -51.5% | +50.7% | -1.1% |
| 1Y | -0.5% | -53.3% | +52.8% | -0.7% |
| All | -0.5% | -53.2% | +52.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling