+17.9%
BND vs CSGP
+65.4%
-47.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.6% | -7.1% | +6.5% | -0.4% |
| 30D | +1.6% | +3.6% | -2.1% | +1.4% |
| 3M | -0.5% | -2.7% | +2.2% | -0.5% |
| 6M | -1.1% | -8.0% | +7.0% | -1.0% |
| YTD | -0.7% | -55.0% | +54.3% | +1.0% |
| 1Y | -0.7% | -55.8% | +55.1% | +1.1% |
| 3Y | +14.4% | -62.0% | +76.4% | +16.6% |
| 5Y | -1.1% | -62.9% | +61.9% | +0.6% |
| 10Y | +17.9% | +62.6% | -44.7% | +20.5% |
| All | +17.9% | +65.4% | -47.5% | +20.5% |
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