+76.4%
BND vs CSGP
+558.9%
-482.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | 0.0% |
| 7D | -0.1% | -4.1% | +3.9% | -0.2% |
| 30D | -0.4% | +2.3% | -2.7% | -0.4% |
| 3M | -0.6% | -8.2% | +7.5% | -0.6% |
| 6M | -1.4% | -35.1% | +33.6% | -1.5% |
| YTD | -0.2% | -54.0% | +53.8% | -0.3% |
| 1Y | +1.3% | -65.3% | +66.6% | +1.2% |
| 3Y | +13.2% | -62.6% | +75.7% | +13.1% |
| 5Y | -1.6% | -64.8% | +63.3% | -1.7% |
| 10Y | +15.5% | +45.1% | -29.6% | +19.2% |
| All | +76.4% | +558.9% | -482.6% | +91.1% |
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