+6,139.1%
BDX vs CP
+7,734.8%
-1,595.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +7.1% | +2.8% | +4.3% | +6.4% |
| 30D | +17.6% | +10.2% | +7.4% | +15.1% |
| 3M | +20.4% | +2.4% | +18.0% | +19.7% |
| 6M | +48.3% | +7.7% | +40.6% | +45.8% |
| YTD | +41.6% | +26.0% | +15.6% | +34.3% |
| 1Y | +55.7% | +34.6% | +21.1% | +45.6% |
| 3Y | +10.6% | +26.7% | -16.1% | +3.9% |
| 5Y | +24.0% | +24.9% | -0.9% | +15.8% |
| 10Y | +84.8% | +258.6% | -173.8% | +35.1% |
| All | +6,139.1% | +7,734.8% | -1,595.7% | +2,090.5% |
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