+65.2%
CME vs BND
+14.1%
+51.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | +2.7% | -1.4% | +4.1% | +2.5% |
| 30D | +13.5% | +0.8% | +12.7% | +13.6% |
| 3M | +20.9% | -1.2% | +22.1% | +20.6% |
| 6M | +11.5% | -1.4% | +12.9% | +11.2% |
| YTD | +19.5% | -1.3% | +20.8% | +19.2% |
| 1Y | +17.2% | -1.2% | +18.5% | +17.0% |
| All | +65.2% | +14.1% | +51.0% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling