+55.4%
BDX vs CRL
+249.3%
-193.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | -5.4% | -6.9% | +1.5% | -3.8% |
| 30D | -2.2% | -3.2% | +1.0% | -1.5% |
| 3M | +20.1% | +46.5% | -26.5% | +9.7% |
| 6M | +9.1% | +63.1% | -54.1% | -3.4% |
| YTD | +17.9% | +36.9% | -19.0% | +8.0% |
| 1Y | +22.1% | +78.1% | -56.0% | +4.7% |
| 3Y | -10.5% | +36.7% | -47.2% | -21.7% |
| 5Y | -2.6% | -38.1% | +35.5% | +2.0% |
| All | +55.4% | +249.3% | -193.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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