+379.9%
CSCO vs BND
+15.0%
+365.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | -9.5% | -1.1% | -8.4% | -9.2% |
| 3M | -7.6% | -1.9% | -5.7% | -7.2% |
| 6M | +44.9% | -1.6% | +46.5% | +45.5% |
| YTD | +47.7% | -1.2% | +48.9% | +48.1% |
| 1Y | +69.1% | -0.7% | +69.8% | +69.3% |
| 3Y | +113.5% | +12.5% | +101.0% | +106.2% |
| 5Y | +122.8% | -2.5% | +125.3% | +120.5% |
| All | +379.9% | +15.0% | +365.0% | +415.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling