+292.5%
COF vs BND
+76.2%
+216.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.6% |
| 7D | -2.7% | -0.1% | -2.5% | -2.7% |
| 30D | -3.4% | -0.2% | -3.1% | -3.5% |
| 3M | +15.4% | -0.7% | +16.1% | +14.8% |
| 6M | +14.4% | -1.7% | +16.1% | +12.9% |
| YTD | -12.0% | -0.5% | -11.4% | -12.4% |
| 1Y | -3.7% | +0.4% | -4.1% | -3.6% |
| 3Y | +121.1% | +13.1% | +107.9% | +142.1% |
| 5Y | +47.8% | -2.1% | +49.9% | +34.6% |
| 10Y | +250.3% | +15.7% | +234.6% | +320.5% |
| All | +292.5% | +76.2% | +216.3% | +842.0% |
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