+5,467.0%
CF vs BDX
+633.6%
+4,833.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +4.8% | +7.3% | -2.5% | +1.5% |
| 30D | +9.7% | +15.7% | -6.0% | +2.9% |
| 3M | +1.2% | +19.1% | -17.8% | -6.3% |
| 6M | +7.4% | +44.1% | -36.8% | -9.1% |
| YTD | +60.5% | +42.1% | +18.5% | +35.0% |
| 1Y | +50.7% | +52.6% | -1.9% | +22.5% |
| 3Y | +64.8% | +22.6% | +42.2% | +43.3% |
| 5Y | +115.8% | +23.3% | +92.5% | +80.5% |
| 10Y | +481.0% | +84.8% | +396.2% | +248.4% |
| All | +5,467.0% | +633.6% | +4,833.4% | +1,231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling