+34.1%
COP vs BND
+14.0%
+20.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.5% |
| 7D | +4.4% | -1.4% | +5.8% | +3.0% |
| 30D | 0.0% | +0.6% | -0.6% | +0.5% |
| 3M | +15.0% | -1.6% | +16.6% | +13.3% |
| 6M | +22.0% | -1.5% | +23.5% | +20.4% |
| YTD | +55.3% | -1.5% | +56.8% | +53.4% |
| 1Y | +64.1% | -1.1% | +65.2% | +62.3% |
| 3Y | +34.1% | +13.6% | +20.5% | +40.6% |
| All | +34.1% | +14.0% | +20.1% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling