-16.7%
CCI vs BDX
+27.3%
-44.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.4% |
| 7D | -0.4% | -2.5% | +2.1% | +0.3% |
| 30D | +2.7% | +8.3% | -5.6% | +0.3% |
| 3M | -18.2% | +24.4% | -42.6% | -23.2% |
| 6M | -14.8% | +9.2% | -24.0% | -17.5% |
| YTD | -12.6% | +22.7% | -35.3% | -18.8% |
| 1Y | -16.7% | +25.9% | -42.6% | -24.0% |
| All | -16.7% | +27.3% | -44.0% | -24.0% |
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 · 6 months rolling