+238.9%
CRM vs BND
+15.0%
+223.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -1.0% | -3.4% | -4.0% |
| 30D | +28.1% | -1.1% | +29.3% | +28.9% |
| 3M | +48.8% | -1.9% | +50.7% | +50.2% |
| 6M | +28.3% | -1.6% | +29.9% | +29.3% |
| YTD | -6.0% | -1.2% | -4.8% | -5.5% |
| 1Y | +1.4% | -0.7% | +2.2% | +1.8% |
| 3Y | +11.8% | +12.5% | -0.7% | +4.6% |
| 5Y | -2.0% | -2.5% | +0.5% | -5.4% |
| All | +238.9% | +15.0% | +223.9% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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