+14.5%
BND vs CSGP
-61.8%
+76.3%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.1% |
| 1Y | -0.7% | -55.8% | +55.1% | +1.2% |
| All | +14.5% | -61.8% | +76.3% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling