+303.4%
CME vs BND
+17.2%
+286.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.9% | -1.4% | +5.4% | +4.1% |
| 30D | +11.3% | +0.6% | +10.7% | +11.3% |
| 3M | +19.6% | -1.6% | +21.2% | +19.7% |
| 6M | +8.1% | -1.5% | +9.6% | +8.2% |
| YTD | +20.4% | -1.5% | +21.9% | +20.5% |
| 1Y | +16.5% | -1.1% | +17.6% | +16.6% |
| 3Y | +66.4% | +13.6% | +52.8% | +63.6% |
| 5Y | +74.5% | -1.8% | +76.3% | +74.1% |
| All | +303.4% | +17.2% | +286.1% | +393.3% |
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