+485.0%
CME vs BND
+74.8%
+410.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.6% |
| 7D | +2.7% | -1.4% | +4.1% | +1.6% |
| 30D | +13.5% | +0.8% | +12.7% | +14.1% |
| 3M | +20.9% | -1.2% | +22.1% | +19.8% |
| 6M | +11.5% | -1.4% | +12.9% | +10.4% |
| YTD | +19.5% | -1.3% | +20.8% | +18.4% |
| 1Y | +17.2% | -1.2% | +18.5% | +16.2% |
| 3Y | +65.1% | +13.7% | +51.4% | +83.2% |
| 5Y | +73.1% | -1.7% | +74.8% | +63.5% |
| 10Y | +305.3% | +17.2% | +288.1% | +408.4% |
| All | +485.0% | +74.8% | +410.2% | +1,396.0% |
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