-49.3%
CCI vs BDX
-2.2%
-47.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.9% |
| 30D | +2.2% | -2.5% | +4.8% | +3.1% |
| 3M | -16.9% | +21.4% | -38.3% | -22.8% |
| 6M | -11.5% | +10.4% | -21.9% | -15.1% |
| YTD | -12.8% | +18.8% | -31.7% | -18.9% |
| 1Y | -17.1% | +21.7% | -38.8% | -23.7% |
| 3Y | -9.6% | -10.0% | +0.3% | -5.7% |
| All | -49.3% | -2.2% | -47.1% | -51.2% |
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