+1,231.2%
BDX vs CRL
+1,379.5%
-148.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | +8.3% | +10.7% | -2.4% | +6.0% |
| 3M | +24.4% | +55.3% | -30.9% | +13.3% |
| 6M | +9.2% | +60.7% | -51.5% | -1.9% |
| YTD | +22.7% | +44.6% | -21.9% | +12.1% |
| 1Y | +25.9% | +77.7% | -51.9% | +9.8% |
| 3Y | -10.5% | +37.6% | -48.1% | -20.6% |
| 5Y | +1.9% | -35.8% | +37.7% | +3.0% |
| 10Y | +58.7% | +241.7% | -183.0% | +9.7% |
| All | +1,231.2% | +1,379.5% | -148.3% | +574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling