+108.5%
CSCO vs BND
+13.3%
+95.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | +0.1% | -0.7% | -0.5% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | -11.7% | -0.2% | -11.5% | -11.7% |
| 6M | +40.1% | -1.2% | +41.3% | +40.2% |
| YTD | +43.8% | -0.3% | +44.1% | +43.8% |
| 1Y | +66.6% | +0.4% | +66.2% | +66.5% |
| 3Y | +108.5% | +13.4% | +95.1% | +104.7% |
| All | +108.5% | +13.3% | +95.3% | +104.7% |
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