-2.4%
BDX vs CRL
-37.1%
+34.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.6% |
| 7D | -4.3% | -0.6% | -3.7% | -4.2% |
| 30D | +1.3% | +5.0% | -3.7% | +0.4% |
| 3M | +20.2% | +50.6% | -30.3% | +11.4% |
| 6M | +8.6% | +60.9% | -52.3% | -1.1% |
| YTD | +19.0% | +40.7% | -21.8% | +10.5% |
| 1Y | +21.2% | +73.3% | -52.1% | +7.9% |
| 3Y | -9.7% | +40.6% | -50.3% | -19.3% |
| All | -2.4% | -37.1% | +34.7% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling