+37.2%
BDX vs CAI
-11.0%
+48.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.4% | -5.1% | -0.4% | -4.9% |
| 30D | -2.2% | +3.9% | -6.1% | -2.8% |
| 3M | +20.1% | +40.1% | -20.0% | +15.2% |
| 6M | +9.1% | +29.7% | -20.6% | +4.8% |
| YTD | +17.9% | -10.9% | +28.8% | +15.9% |
| 1Y | +22.1% | -28.0% | +50.1% | +22.3% |
| All | +37.2% | -11.0% | +48.1% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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