+3,154.0%
CLS vs BND
+15.0%
+3,139.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.6% | +6.6% |
| 7D | +10.9% | -1.0% | +12.0% | +12.1% |
| 30D | +2.1% | -1.1% | +3.2% | +3.3% |
| 3M | -10.2% | -1.9% | -8.3% | -8.4% |
| 6M | +30.4% | -1.6% | +32.0% | +33.0% |
| YTD | +17.2% | -1.2% | +18.5% | +19.2% |
| 1Y | +41.0% | -0.7% | +41.8% | +42.8% |
| 3Y | +1,338.0% | +12.5% | +1,325.5% | +1,174.5% |
| 5Y | +3,860.6% | -2.5% | +3,863.1% | +4,046.0% |
| All | +3,154.0% | +15.0% | +3,139.0% | +3,487.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling