+24.5%
COP vs BND
+13.3%
+11.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +0.9% |
| 7D | -0.5% | -0.1% | -0.3% | -0.6% |
| 30D | +11.7% | -0.2% | +11.9% | +11.5% |
| 3M | +17.7% | -0.7% | +18.4% | +17.2% |
| 6M | +18.3% | -1.7% | +20.0% | +17.5% |
| YTD | +49.1% | -0.5% | +49.6% | +48.6% |
| 1Y | +53.3% | +0.4% | +53.0% | +53.3% |
| All | +24.5% | +13.3% | +11.2% | +30.9% |
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