+2,005.0%
CLS vs BND
-1.2%
+2,006.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -0.6% | +3.3% | +3.1% |
| 30D | -30.1% | +1.6% | -31.7% | -31.0% |
| 3M | -21.7% | -0.5% | -21.3% | -21.5% |
| 6M | -36.2% | -1.1% | -35.2% | -35.7% |
| YTD | -17.8% | -0.7% | -17.1% | -17.2% |
| 1Y | -26.8% | -0.7% | -26.1% | -26.3% |
| 3Y | +853.4% | +14.4% | +838.9% | +765.8% |
| 5Y | +2,005.0% | -1.1% | +2,006.1% | +1,759.9% |
| All | +2,005.0% | -1.2% | +2,006.3% | +1,759.9% |
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