+74.4%
BND vs CSGP
+541.7%
-467.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | -6.1% | +4.7% | -1.4% |
| 30D | +0.8% | +0.3% | +0.5% | +0.8% |
| 3M | -1.2% | -1.3% | +0.1% | -1.2% |
| 6M | -1.4% | -8.9% | +7.5% | -1.4% |
| YTD | -1.3% | -55.2% | +53.9% | -1.4% |
| 1Y | -1.2% | -56.4% | +55.1% | -1.3% |
| 3Y | +13.7% | -62.2% | +75.9% | +13.6% |
| 5Y | -1.7% | -63.7% | +62.0% | -1.8% |
| 10Y | +17.2% | +61.7% | -44.5% | +21.3% |
| All | +74.4% | +541.7% | -467.2% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling