+76.4%
BND vs COO
+466.8%
-390.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | -0.4% | -7.0% | +6.7% | -0.3% |
| 3M | -0.6% | +12.2% | -12.8% | -0.8% |
| 6M | -1.4% | -15.1% | +13.7% | -1.3% |
| YTD | -0.2% | -15.1% | +14.9% | -0.1% |
| 1Y | +1.3% | +2.3% | -1.1% | +1.2% |
| 3Y | +13.2% | -23.7% | +36.8% | +13.3% |
| 5Y | -1.6% | -38.9% | +37.4% | -1.6% |
| 10Y | +15.5% | +49.9% | -34.5% | +16.2% |
| All | +76.4% | +466.8% | -390.5% | +81.2% |
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