+114.8%
CSCO vs BND
-1.8%
+116.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -10.7% | -0.2% | -10.5% | -10.7% |
| 3M | -8.7% | -0.7% | -8.1% | -8.6% |
| 6M | +44.9% | -1.7% | +46.6% | +45.6% |
| YTD | +44.1% | -0.5% | +44.7% | +44.3% |
| 1Y | +65.9% | +0.4% | +65.5% | +65.6% |
| 3Y | +109.0% | +13.1% | +95.9% | +100.0% |
| 5Y | +114.8% | -2.1% | +116.8% | +98.7% |
| All | +114.8% | -1.8% | +116.6% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling