+55.4%
BDX vs CPB
-45.5%
+100.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.9% |
| 7D | -5.4% | -5.4% | 0.0% | -4.3% |
| 30D | -2.2% | -7.8% | +5.7% | -0.6% |
| 3M | +20.1% | -6.9% | +27.0% | +21.7% |
| 6M | +9.1% | -12.2% | +21.2% | +11.6% |
| YTD | +17.9% | -21.1% | +39.0% | +23.1% |
| 1Y | +22.1% | -33.5% | +55.6% | +32.1% |
| 3Y | -10.5% | -43.2% | +32.6% | -0.9% |
| 5Y | -2.6% | -40.9% | +38.3% | +6.7% |
| All | +55.4% | -45.5% | +100.9% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling