-9.7%
BDX vs CRL
+37.9%
-47.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.5% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +1.3% | +5.0% | -3.7% | +0.3% |
| 3M | +20.2% | +50.6% | -30.3% | +10.7% |
| 6M | +8.6% | +60.9% | -52.3% | -1.9% |
| YTD | +19.0% | +40.7% | -21.8% | +9.9% |
| 1Y | +21.2% | +73.3% | -52.1% | +6.7% |
| 3Y | -9.7% | +40.6% | -50.3% | -21.4% |
| All | -9.7% | +37.9% | -47.6% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling