+15.7%
BND vs CMS
+116.0%
-100.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | -0.2% | -1.3% | +1.1% | -0.2% |
| 3M | -0.7% | -5.4% | +4.7% | -0.4% |
| 6M | -1.7% | -10.3% | +8.7% | -1.0% |
| YTD | -0.5% | -0.2% | -0.3% | -0.6% |
| 1Y | +0.4% | -0.9% | +1.2% | +0.3% |
| 3Y | +13.1% | +34.0% | -20.8% | +10.9% |
| 5Y | -2.1% | +23.6% | -25.6% | -3.8% |
| 10Y | +15.7% | +122.2% | -106.5% | +8.8% |
| All | +15.7% | +116.0% | -100.3% | +8.8% |
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