+15.7%
BND vs CSGP
+37.7%
-22.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -0.1% | -5.4% | +5.2% | 0.0% |
| 30D | -0.2% | -6.0% | +5.8% | -0.1% |
| 3M | -0.7% | -12.8% | +12.1% | -0.4% |
| 6M | -1.7% | -38.9% | +37.2% | -0.6% |
| YTD | -0.5% | -56.0% | +55.5% | +1.3% |
| 1Y | +0.4% | -66.4% | +66.8% | +2.9% |
| 3Y | +13.1% | -64.2% | +77.3% | +15.5% |
| 5Y | -2.1% | -67.0% | +64.9% | -0.3% |
| 10Y | +15.7% | +43.8% | -28.1% | +17.7% |
| All | +15.7% | +37.7% | -22.0% | +17.7% |
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 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