+5,331.8%
CF vs BDX
+631.0%
+4,700.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -3.2% | +7.1% | -10.2% | -6.1% |
| 30D | +4.3% | +17.6% | -13.3% | -2.8% |
| 3M | +2.8% | +20.4% | -17.6% | -5.3% |
| 6M | +0.6% | +48.3% | -47.7% | -16.0% |
| YTD | +56.6% | +41.6% | +15.1% | +31.9% |
| 1Y | +49.6% | +55.7% | -6.1% | +20.4% |
| 3Y | +61.5% | +10.6% | +50.9% | +47.4% |
| 5Y | +124.0% | +24.0% | +100.0% | +86.7% |
| 10Y | +573.2% | +84.8% | +488.3% | +302.8% |
| All | +5,331.8% | +631.0% | +4,700.8% | +1,201.2% |
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