-10.7%
BDX vs CPB
-43.2%
+32.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.8% |
| 7D | -5.4% | -5.4% | 0.0% | -4.1% |
| 30D | -2.2% | -7.8% | +5.7% | -0.3% |
| 3M | +20.1% | -6.9% | +27.0% | +21.8% |
| 6M | +9.1% | -12.2% | +21.2% | +11.9% |
| YTD | +17.9% | -21.1% | +39.0% | +23.7% |
| 1Y | +22.1% | -33.5% | +55.6% | +33.8% |
| All | -10.7% | -43.2% | +32.5% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling