+4,826.7%
CLS vs BND
+76.8%
+4,749.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | -13.9% | -0.4% | -13.5% | -13.8% |
| 3M | -26.6% | -0.6% | -25.9% | -26.5% |
| 6M | +15.4% | -1.4% | +16.9% | +15.6% |
| YTD | +5.7% | -0.2% | +5.9% | +5.8% |
| 1Y | +41.1% | +1.3% | +39.8% | +41.2% |
| 3Y | +1,228.6% | +13.2% | +1,215.4% | +1,216.8% |
| 5Y | +3,240.6% | -1.6% | +3,242.2% | +3,126.3% |
| 10Y | +2,760.3% | +15.5% | +2,744.9% | +2,971.7% |
| All | +4,826.7% | +76.8% | +4,749.9% | +6,742.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling