+220.7%
CF vs BDX
+1.9%
+218.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +6.0% | -2.5% | +8.5% | +6.1% |
| 30D | +14.8% | +8.3% | +6.6% | +14.4% |
| 3M | +14.1% | +24.4% | -10.3% | +12.8% |
| 6M | +28.5% | +9.2% | +19.4% | +28.4% |
| YTD | +74.9% | +22.7% | +52.2% | +72.5% |
| 1Y | +61.7% | +25.9% | +35.8% | +58.9% |
| 3Y | +80.3% | -10.5% | +90.8% | +85.5% |
| All | +220.7% | +1.9% | +218.8% | +225.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling