-70.5%
CBRS vs BDX
+46.0%
-116.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.6% | -11.7% | -2.2% |
| 7D | -18.4% | +7.2% | -25.6% | -14.1% |
| 30D | -49.4% | +15.8% | -65.2% | -43.7% |
| 3M | -59.6% | +23.7% | -83.3% | -52.1% |
| All | -70.5% | +46.0% | -116.4% | -57.8% |
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