+2,311.4%
COST vs BND
+76.2%
+2,235.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.8% | -0.1% | -2.6% | -2.8% |
| 30D | -5.3% | -0.2% | -5.0% | -5.3% |
| 3M | -6.7% | -0.7% | -6.0% | -6.7% |
| 6M | -9.9% | -1.7% | -8.3% | -9.9% |
| YTD | +5.1% | -0.5% | +5.7% | +5.1% |
| 1Y | -7.3% | +0.4% | -7.7% | -7.3% |
| 3Y | +70.4% | +13.1% | +57.3% | +70.5% |
| 5Y | +104.4% | -2.1% | +106.5% | +97.9% |
| 10Y | +609.0% | +15.7% | +593.3% | +638.4% |
| All | +2,311.4% | +76.2% | +2,235.2% | +2,852.0% |
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