-10.7%
BDX vs CRS
+620.4%
-631.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.7% |
| 7D | -5.4% | -4.1% | -1.3% | -5.2% |
| 30D | -2.2% | -16.6% | +14.4% | -1.1% |
| 3M | +20.1% | -14.3% | +34.3% | +20.7% |
| 6M | +9.1% | +11.6% | -2.5% | +7.0% |
| YTD | +17.9% | +42.6% | -24.7% | +13.4% |
| 1Y | +22.1% | +81.8% | -59.7% | +15.0% |
| All | -10.7% | +620.4% | -631.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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