+72.4%
CB vs BDX
+23.0%
+49.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.0% | +2.5% | -3.6% | -1.5% |
| 30D | +7.3% | +13.6% | -6.2% | +4.8% |
| 3M | +7.0% | +18.9% | -11.9% | +3.6% |
| 6M | +16.3% | +51.8% | -35.5% | +7.7% |
| YTD | +19.7% | +43.3% | -23.6% | +11.7% |
| 1Y | +27.8% | +48.0% | -20.2% | +18.5% |
| All | +72.4% | +23.0% | +49.4% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling