+99.4%
CB vs BDX
-1.9%
+101.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -0.5% | -3.6% | +3.0% | +0.3% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +4.2% | +19.0% | -14.8% | -0.3% |
| 6M | +4.7% | +10.8% | -6.1% | +1.8% |
| YTD | +8.8% | +20.1% | -11.3% | +3.5% |
| 1Y | +22.6% | +23.1% | -0.4% | +15.8% |
| 3Y | +70.6% | -8.8% | +79.4% | +73.8% |
| 5Y | +99.4% | -1.4% | +100.9% | +99.7% |
| All | +99.4% | -1.9% | +101.4% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling