+5,308.1%
BDX vs CPB
+325.7%
+4,982.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.7% |
| 7D | -2.5% | -8.6% | +6.1% | -0.3% |
| 30D | +8.3% | -7.2% | +15.5% | +10.2% |
| 3M | +24.4% | +0.9% | +23.5% | +23.8% |
| 6M | +9.2% | -11.8% | +21.0% | +12.2% |
| YTD | +22.7% | -19.4% | +42.1% | +28.7% |
| 1Y | +25.9% | -30.4% | +56.3% | +36.8% |
| 3Y | -10.5% | -40.2% | +29.7% | 0.0% |
| 5Y | +1.9% | -39.5% | +41.4% | +12.6% |
| 10Y | +58.7% | -47.4% | +106.1% | +75.3% |
| All | +5,308.1% | +325.7% | +4,982.3% | +3,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling