-32.5%
CBRS vs BDX
+28.1%
-60.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.5% | +11.8% | +8.9% |
| 7D | +17.3% | -2.5% | +19.8% | +14.8% |
| 30D | -2.0% | +8.3% | -10.2% | +5.8% |
| 3M | -2.5% | +24.4% | -26.9% | +22.4% |
| All | -32.5% | +28.1% | -60.6% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling