+322.0%
CMG vs BND
+15.0%
+307.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -2.1% | -1.0% | -1.0% | -1.2% |
| 30D | +10.9% | -1.1% | +12.0% | +11.9% |
| 3M | +15.8% | -1.9% | +17.7% | +17.7% |
| 6M | +6.9% | -1.6% | +8.6% | +8.4% |
| YTD | -2.2% | -1.2% | -0.9% | -1.1% |
| 1Y | -7.1% | -0.7% | -6.3% | -6.5% |
| 3Y | -7.1% | +12.5% | -19.6% | -16.7% |
| 5Y | -4.8% | -2.5% | -2.2% | -2.2% |
| All | +322.0% | +15.0% | +307.0% | +377.5% |
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