+67.8%
CF vs BDX
+25.0%
+42.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +4.8% | +2.9% | +1.9% | +4.8% |
| 30D | +4.7% | +15.4% | -10.7% | +4.6% |
| 3M | +7.4% | +20.5% | -13.1% | +7.3% |
| 6M | +0.6% | +53.2% | -52.6% | +0.4% |
| YTD | +64.1% | +45.7% | +18.4% | +63.1% |
| 1Y | +51.4% | +47.3% | +4.1% | +50.3% |
| 3Y | +67.8% | +25.1% | +42.7% | +69.4% |
| All | +67.8% | +25.0% | +42.8% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling