+153.3%
CMI vs BND
+12.5%
+140.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.7% | -1.0% | +0.3% | -0.1% |
| 30D | -12.4% | -1.1% | -11.3% | -11.8% |
| 3M | -14.8% | -1.9% | -12.9% | -13.8% |
| 6M | +0.8% | -1.6% | +2.4% | +1.8% |
| YTD | +10.2% | -1.2% | +11.4% | +11.1% |
| 1Y | +37.4% | -0.7% | +38.2% | +38.3% |
| 3Y | +153.3% | +12.5% | +140.8% | +133.1% |
| All | +153.3% | +12.5% | +140.8% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling