+74.4%
BND vs COR
+1,919.1%
-1,844.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | +0.8% | +5.8% | -5.0% | +0.8% |
| 3M | -1.2% | +11.4% | -12.6% | -1.2% |
| 6M | -1.4% | +34.5% | -35.8% | -1.3% |
| YTD | -1.3% | +4.1% | -5.4% | -1.3% |
| 1Y | -1.2% | -3.1% | +1.9% | -1.2% |
| 3Y | +13.7% | +80.9% | -67.1% | +14.1% |
| 5Y | -1.7% | +195.1% | -196.8% | -1.0% |
| 10Y | +17.2% | +492.7% | -475.6% | +19.0% |
| All | +74.4% | +1,919.1% | -1,844.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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