+5,143.0%
BDX vs CRS
+9,808.6%
-4,665.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.5% | -2.6% |
| 7D | -4.3% | -3.1% | -1.2% | -3.9% |
| 30D | +1.3% | -19.6% | +20.9% | +3.8% |
| 3M | +20.2% | -8.1% | +28.3% | +20.9% |
| 6M | +8.6% | +18.6% | -9.9% | +5.6% |
| YTD | +19.0% | +45.9% | -26.9% | +12.5% |
| 1Y | +21.2% | +82.5% | -61.3% | +11.0% |
| 3Y | -9.7% | +648.9% | -658.6% | -32.1% |
| 5Y | -3.4% | +1,438.1% | -1,441.5% | -35.2% |
| 10Y | +53.9% | +1,327.0% | -1,273.1% | -3.8% |
| All | +5,143.0% | +9,808.6% | -4,665.7% | +2,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling