+5,967.0%
CF vs BDX
+533.7%
+5,433.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.6% |
| 7D | +6.0% | -2.5% | +8.5% | +7.2% |
| 30D | +14.8% | +8.3% | +6.6% | +11.0% |
| 3M | +14.1% | +24.4% | -10.3% | +3.3% |
| 6M | +28.5% | +9.2% | +19.4% | +22.1% |
| YTD | +74.9% | +22.7% | +52.2% | +57.1% |
| 1Y | +61.7% | +25.9% | +35.8% | +43.0% |
| 3Y | +80.3% | -10.5% | +90.8% | +81.7% |
| 5Y | +226.0% | +1.9% | +224.1% | +197.4% |
| 10Y | +569.9% | +58.7% | +511.2% | +328.3% |
| All | +5,967.0% | +533.7% | +5,433.3% | +1,449.0% |
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 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