+76.1%
CME vs BND
-1.8%
+77.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.7% | -0.2% | +4.9% | +4.7% |
| 3M | +7.8% | -0.7% | +8.5% | +7.8% |
| 6M | -11.0% | -1.7% | -9.3% | -10.9% |
| YTD | +4.0% | -0.5% | +4.6% | +4.0% |
| 1Y | +9.1% | +0.4% | +8.8% | +9.0% |
| 3Y | +52.3% | +13.1% | +39.1% | +50.8% |
| 5Y | +76.1% | -2.1% | +78.2% | +66.2% |
| All | +76.1% | -1.8% | +77.9% | +66.2% |
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