+481.0%
CF vs BDX
+84.3%
+396.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | +4.8% | +7.3% | -2.5% | +3.1% |
| 30D | +9.7% | +15.7% | -6.0% | +6.1% |
| 3M | +1.2% | +19.1% | -17.8% | -2.8% |
| 6M | +7.4% | +44.1% | -36.8% | -1.6% |
| YTD | +60.5% | +42.1% | +18.5% | +46.5% |
| 1Y | +50.7% | +52.6% | -1.9% | +34.9% |
| 3Y | +64.8% | +22.6% | +42.2% | +54.6% |
| 5Y | +115.8% | +23.3% | +92.5% | +97.6% |
| 10Y | +481.0% | +84.8% | +396.2% | +404.0% |
| All | +481.0% | +84.3% | +396.8% | +404.0% |
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 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