-29.6%
CLS vs BND
-0.5%
-29.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.4% | -9.5% | -10.0% |
| 7D | -21.1% | +0.4% | -21.6% | -22.0% |
| 30D | -38.2% | +2.3% | -40.5% | -42.9% |
| 3M | -36.3% | -1.0% | -35.4% | -32.3% |
| 6M | -43.8% | -0.9% | -43.0% | -40.7% |
| YTD | -20.0% | -0.9% | -19.2% | -14.7% |
| 1Y | -29.6% | -0.5% | -29.1% | -25.8% |
| All | -29.6% | -0.5% | -29.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling