+75.5%
BND vs COO
+412.6%
-337.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.6% | -2.3% | +1.8% | -0.5% |
| 30D | +1.6% | +13.3% | -11.7% | +1.4% |
| 3M | -0.5% | -18.1% | +17.6% | -0.3% |
| 6M | -1.1% | +6.7% | -7.7% | -1.1% |
| YTD | -0.7% | -23.2% | +22.5% | -0.5% |
| 1Y | -0.7% | -12.3% | +11.6% | -0.6% |
| 3Y | +14.4% | -23.6% | +38.0% | +14.6% |
| 5Y | -1.1% | -38.7% | +37.7% | -1.0% |
| 10Y | +17.9% | +42.2% | -24.3% | +18.8% |
| All | +75.5% | +412.6% | -337.1% | +80.5% |
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