+247.9%
CB vs BDX
+93.0%
+154.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | +7.4% | +15.1% | -7.7% | +2.8% |
| 3M | +8.6% | +18.2% | -9.6% | +3.0% |
| 6M | +16.1% | +48.1% | -32.0% | +2.5% |
| YTD | +20.2% | +44.1% | -23.9% | +6.4% |
| 1Y | +27.2% | +46.4% | -19.2% | +11.9% |
| 3Y | +72.7% | +24.4% | +48.3% | +57.4% |
| 5Y | +105.9% | +26.1% | +79.8% | +84.3% |
| All | +247.9% | +93.0% | +154.9% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling