-1.9%
BDX vs CRS
+1,363.4%
-1,365.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | -3.2% | -6.8% | +3.6% | -2.6% |
| 30D | -2.5% | -16.1% | +13.6% | -1.2% |
| 3M | +21.4% | -21.2% | +42.6% | +23.4% |
| 6M | +10.4% | +8.7% | +1.7% | +8.6% |
| YTD | +18.8% | +41.0% | -22.1% | +14.1% |
| 1Y | +21.7% | +82.7% | -61.0% | +13.7% |
| 3Y | -10.0% | +604.8% | -614.7% | -27.7% |
| All | -1.9% | +1,363.4% | -1,365.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling