+74.2%
BND vs COO
+410.3%
-336.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +0.6% | +14.2% | -13.6% | +0.5% |
| 3M | -1.6% | -18.2% | +16.6% | -1.4% |
| 6M | -1.5% | +5.3% | -6.9% | -1.6% |
| YTD | -1.5% | -23.6% | +22.1% | -1.2% |
| 1Y | -1.1% | -12.7% | +11.6% | -1.0% |
| 3Y | +13.6% | -24.2% | +37.8% | +13.8% |
| 5Y | -1.8% | -40.0% | +38.2% | -1.7% |
| 10Y | +17.0% | +41.6% | -24.6% | +17.9% |
| All | +74.2% | +410.3% | -336.1% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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