+2,205.2%
CMI vs BND
+75.1%
+2,130.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -1.2% |
| 7D | +0.8% | -0.9% | +1.7% | +0.3% |
| 30D | -12.8% | -1.0% | -11.8% | -13.2% |
| 3M | -12.4% | -1.2% | -11.2% | -13.0% |
| 6M | -0.9% | -2.0% | +1.1% | -2.1% |
| YTD | +8.9% | -1.2% | +10.0% | +8.1% |
| 1Y | +37.7% | -0.5% | +38.2% | +37.3% |
| 3Y | +148.9% | +12.4% | +136.4% | +167.0% |
| 5Y | +164.4% | -2.5% | +166.8% | +147.7% |
| 10Y | +506.9% | +15.0% | +492.0% | +597.6% |
| All | +2,205.2% | +75.1% | +2,130.2% | +3,907.8% |
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