+47.3%
BDX vs CRL
+99.6%
-52.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +15.4% | +11.9% | +3.5% | +13.0% |
| 3M | +20.5% | +20.2% | +0.4% | +16.7% |
| 6M | +53.2% | +107.5% | -54.3% | +37.4% |
| YTD | +45.7% | +69.4% | -23.7% | +32.0% |
| 1Y | +47.3% | +99.7% | -52.5% | +23.0% |
| All | +47.3% | +99.6% | -52.3% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling