+17.3%
BND vs CSGP
+61.5%
-44.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | -0.1% | -3.2% | +3.1% | 0.0% |
| 30D | +1.3% | +2.2% | -0.9% | +1.2% |
| 3M | -0.7% | -3.7% | +2.9% | -0.7% |
| 6M | -1.6% | -7.4% | +5.8% | -1.6% |
| YTD | -1.0% | -54.9% | +53.9% | +0.7% |
| 1Y | -0.7% | -54.9% | +54.2% | +1.0% |
| 3Y | +14.1% | -61.9% | +76.0% | +16.3% |
| 5Y | -1.5% | -63.1% | +61.6% | +0.1% |
| 10Y | +17.3% | +65.1% | -47.8% | +20.0% |
| All | +17.3% | +61.5% | -44.1% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling