+470.7%
CF vs BDX
+93.0%
+377.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +5.4% | +1.0% | +4.3% | +5.1% |
| 30D | +6.5% | +15.1% | -8.6% | +3.1% |
| 3M | +4.6% | +18.2% | -13.6% | +0.6% |
| 6M | -3.3% | +48.1% | -51.4% | -12.0% |
| YTD | +63.9% | +44.1% | +19.8% | +48.9% |
| 1Y | +50.4% | +46.4% | +4.1% | +36.0% |
| 3Y | +68.2% | +24.4% | +43.9% | +57.1% |
| 5Y | +113.8% | +26.1% | +87.8% | +94.2% |
| All | +470.7% | +93.0% | +377.7% | +396.9% |
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