+3,690.9%
CLS vs BND
+74.6%
+3,616.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +16.3% | -1.4% | +17.7% | +16.4% |
| 30D | -25.7% | +0.6% | -26.3% | -25.8% |
| 3M | -30.9% | -1.6% | -29.3% | -30.7% |
| 6M | -35.5% | -1.5% | -33.9% | -35.4% |
| YTD | -18.7% | -1.5% | -17.2% | -18.5% |
| 1Y | -17.9% | -1.1% | -16.8% | -17.7% |
| 3Y | +838.1% | +13.6% | +824.5% | +830.2% |
| 5Y | +1,971.9% | -1.8% | +1,973.7% | +1,906.9% |
| 10Y | +1,907.9% | +17.0% | +1,890.8% | +2,118.6% |
| All | +3,690.9% | +74.6% | +3,616.3% | +5,171.8% |
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 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