+887.3%
CCI vs BDX
+790.2%
+97.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -0.3% | -3.6% | +3.3% | +0.9% |
| 30D | +2.1% | +0.7% | +1.4% | +1.8% |
| 3M | -17.8% | +19.0% | -36.8% | -22.6% |
| 6M | -14.2% | +10.8% | -25.0% | -17.4% |
| YTD | -13.3% | +20.1% | -33.5% | -18.9% |
| 1Y | -16.6% | +23.1% | -39.7% | -22.7% |
| 3Y | -10.8% | -8.8% | -2.0% | -10.3% |
| 5Y | -50.3% | -1.4% | -48.9% | -51.5% |
| 10Y | +22.5% | +60.5% | -38.0% | +0.5% |
| All | +887.3% | +790.2% | +97.1% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling