+38.4%
CFG vs BDX
+21.5%
+16.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -1.7% | -5.4% | +3.7% | +0.1% |
| 30D | -4.6% | -2.2% | -2.4% | -4.0% |
| 3M | +7.9% | +20.1% | -12.2% | +0.3% |
| 6M | +19.9% | +9.1% | +10.8% | +16.4% |
| YTD | +21.7% | +17.9% | +3.8% | +13.1% |
| 1Y | +38.4% | +22.1% | +16.4% | +27.3% |
| All | +38.4% | +21.5% | +16.9% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling