+514.5%
CSCO vs BND
+74.8%
+439.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.1% |
| 7D | +6.6% | -1.4% | +8.0% | +6.2% |
| 30D | -11.3% | +0.8% | -12.2% | -11.1% |
| 3M | -17.3% | -1.2% | -16.1% | -17.6% |
| 6M | +3.5% | -1.4% | +4.9% | +3.2% |
| YTD | +34.9% | -1.3% | +36.2% | +34.4% |
| 1Y | +40.5% | -1.2% | +41.7% | +40.1% |
| 3Y | +109.3% | +13.7% | +95.5% | +117.6% |
| 5Y | +105.9% | -1.7% | +107.6% | +98.4% |
| 10Y | +335.8% | +17.2% | +318.7% | +388.4% |
| All | +514.5% | +74.8% | +439.7% | +796.4% |
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