+2,685.7%
CMG vs BND
+76.2%
+2,609.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -6.5% | -0.1% | -6.3% | -6.5% |
| 30D | +12.1% | -0.2% | +12.3% | +12.1% |
| 3M | +20.6% | -0.7% | +21.3% | +20.6% |
| 6M | +2.1% | -1.7% | +3.8% | +2.1% |
| YTD | -2.6% | -0.5% | -2.1% | -2.6% |
| 1Y | -8.7% | +0.4% | -9.1% | -8.7% |
| 3Y | -7.4% | +13.1% | -20.5% | -7.2% |
| 5Y | -5.7% | -2.1% | -3.6% | -9.7% |
| 10Y | +322.3% | +15.7% | +306.6% | +360.5% |
| All | +2,685.7% | +76.2% | +2,609.5% | +4,708.6% |
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