+419.2%
CME vs BND
+76.8%
+342.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -1.6% | -0.1% | -1.4% | -1.7% |
| 30D | +6.2% | -0.4% | +6.6% | +6.0% |
| 3M | +10.4% | -0.6% | +11.1% | +10.0% |
| 6M | -9.5% | -1.4% | -8.1% | -10.4% |
| YTD | +6.0% | -0.2% | +6.2% | +5.9% |
| 1Y | +9.3% | +1.3% | +8.0% | +10.4% |
| 3Y | +57.7% | +13.2% | +44.5% | +74.0% |
| 5Y | +77.7% | -1.6% | +79.2% | +67.4% |
| 10Y | +281.2% | +15.5% | +265.8% | +360.1% |
| All | +419.2% | +76.8% | +342.4% | +1,239.0% |
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