+574.3%
CF vs BDX
+53.5%
+520.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.4% |
| 7D | -0.9% | -4.3% | +3.3% | 0.0% |
| 30D | +18.1% | +1.3% | +16.8% | +17.7% |
| 3M | +23.4% | +20.2% | +3.1% | +18.1% |
| 6M | +17.1% | +8.6% | +8.5% | +14.4% |
| YTD | +76.2% | +19.0% | +57.3% | +67.8% |
| 1Y | +62.3% | +21.2% | +41.1% | +53.5% |
| 3Y | +71.8% | -9.7% | +81.5% | +74.7% |
| 5Y | +234.6% | -3.4% | +238.0% | +227.5% |
| 10Y | +574.3% | +53.9% | +520.4% | +538.2% |
| All | +574.3% | +53.5% | +520.7% | +538.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling