+3,682.3%
CLS vs BND
-1.8%
+3,684.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | +20.1% | -0.1% | +20.2% | +20.2% |
| 30D | +6.0% | -0.2% | +6.3% | +6.3% |
| 3M | -10.3% | -0.7% | -9.6% | -9.7% |
| 6M | +24.5% | -1.7% | +26.2% | +26.2% |
| YTD | +12.9% | -0.5% | +13.4% | +13.7% |
| 1Y | +36.7% | +0.4% | +36.3% | +37.1% |
| 3Y | +1,328.1% | +13.1% | +1,314.9% | +1,207.2% |
| 5Y | +3,682.3% | -2.1% | +3,684.4% | +3,716.6% |
| All | +3,682.3% | -1.8% | +3,684.2% | +3,716.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling