+17.5%
BND vs CSGP
+65.8%
-48.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.2% |
| 7D | -1.4% | +1.3% | -2.8% | -1.5% |
| 30D | +0.6% | +2.8% | -2.2% | +0.5% |
| 3M | -1.6% | -6.3% | +4.7% | -1.5% |
| 6M | -1.5% | -3.2% | +1.6% | -1.6% |
| YTD | -1.5% | -54.0% | +52.5% | +0.2% |
| 1Y | -1.1% | -54.8% | +53.7% | +0.6% |
| 3Y | +13.6% | -60.6% | +74.2% | +15.7% |
| 5Y | -1.8% | -62.6% | +60.8% | -0.2% |
| All | +17.5% | +65.8% | -48.4% | +19.5% |
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