-1.3%
BND vs CMS
+33.6%
-34.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | 0.0% | -0.5% | +0.6% | +0.1% |
| 30D | +2.3% | +7.2% | -4.9% | +1.6% |
| 3M | -0.2% | -1.3% | +1.0% | -0.1% |
| 6M | -1.0% | -4.3% | +3.3% | -0.6% |
| YTD | -0.4% | +2.1% | -2.5% | -0.7% |
| 1Y | -0.1% | -0.6% | +0.5% | -0.2% |
| 3Y | +15.1% | +38.0% | -22.9% | +10.8% |
| All | -1.3% | +33.6% | -34.9% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling