+394.4%
COP vs BND
+76.6%
+317.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.5% |
| 7D | -0.8% | +0.1% | -1.0% | -0.8% |
| 30D | +15.6% | -0.4% | +15.9% | +15.5% |
| 3M | +14.3% | -0.2% | +14.6% | +14.3% |
| 6M | +17.0% | -1.2% | +18.2% | +16.7% |
| YTD | +47.4% | -0.3% | +47.8% | +47.5% |
| 1Y | +52.4% | +0.4% | +52.0% | +52.8% |
| 3Y | +20.8% | +13.4% | +7.4% | +25.8% |
| 5Y | +191.7% | -1.5% | +193.2% | +190.3% |
| 10Y | +325.1% | +15.5% | +309.6% | +358.2% |
| All | +394.4% | +76.6% | +317.8% | +434.0% |
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