+22.1%
BDX vs CRL
+73.3%
-51.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -5.4% | -6.9% | +1.5% | -4.2% |
| 30D | -2.2% | -3.2% | +1.0% | -1.6% |
| 3M | +20.1% | +46.5% | -26.5% | +12.4% |
| 6M | +9.1% | +63.1% | -54.1% | +0.1% |
| YTD | +17.9% | +36.9% | -19.0% | +11.2% |
| 1Y | +22.1% | +78.1% | -56.0% | +5.4% |
| All | +22.1% | +73.3% | -51.2% | +5.4% |
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