+76.4%
BND vs CMS
+603.7%
-527.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -0.4% | -3.6% | +3.2% | -0.3% |
| 3M | -0.6% | -1.9% | +1.3% | -0.6% |
| 6M | -1.4% | -11.0% | +9.5% | -1.2% |
| YTD | -0.2% | +0.2% | -0.4% | -0.3% |
| 1Y | +1.3% | -1.3% | +2.6% | +1.3% |
| 3Y | +13.2% | +35.9% | -22.8% | +12.2% |
| 5Y | -1.6% | +23.1% | -24.6% | -2.2% |
| 10Y | +15.5% | +117.9% | -102.4% | +14.6% |
| All | +76.4% | +603.7% | -527.3% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling