+5,308.1%
BDX vs CP
+7,669.4%
-2,361.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | +8.3% | +0.2% | +8.1% | +8.2% |
| 3M | +24.4% | +2.6% | +21.8% | +23.7% |
| 6M | +9.2% | +6.0% | +3.2% | +7.6% |
| YTD | +22.7% | +24.9% | -2.2% | +16.6% |
| 1Y | +25.9% | +20.1% | +5.8% | +20.6% |
| 3Y | -10.5% | +16.4% | -26.9% | -14.4% |
| 5Y | +1.9% | +31.7% | -29.8% | -6.0% |
| 10Y | +58.7% | +223.9% | -165.2% | +18.3% |
| All | +5,308.1% | +7,669.4% | -2,361.4% | +1,802.2% |
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