+6,160.6%
BDX vs CP
+7,872.5%
-1,711.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +7.3% | +2.8% | +4.5% | +6.7% |
| 30D | +15.7% | +11.0% | +4.7% | +13.1% |
| 3M | +19.1% | +3.8% | +15.2% | +18.0% |
| 6M | +44.1% | +9.5% | +34.6% | +41.2% |
| YTD | +42.1% | +28.2% | +13.9% | +34.2% |
| 1Y | +52.6% | +33.0% | +19.7% | +43.0% |
| 3Y | +22.6% | +35.5% | -13.0% | +13.4% |
| 5Y | +23.3% | +25.8% | -2.5% | +15.0% |
| 10Y | +84.8% | +250.7% | -165.9% | +35.6% |
| All | +6,160.6% | +7,872.5% | -1,711.9% | +2,089.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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