+17.6%
BND vs CMS
+136.3%
-118.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +0.8% | +5.3% | -4.4% | +0.5% |
| 3M | -1.2% | -0.3% | -0.9% | -1.2% |
| 6M | -1.4% | -4.0% | +2.7% | -1.2% |
| YTD | -1.3% | +2.1% | -3.5% | -1.5% |
| 1Y | -1.2% | -4.7% | +3.5% | -1.0% |
| 3Y | +13.7% | +36.8% | -23.1% | +11.3% |
| 5Y | -1.7% | +34.9% | -36.5% | -3.8% |
| All | +17.6% | +136.3% | -118.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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