+188.5%
CFG vs BDX
-9.6%
+198.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.1% |
| 7D | +2.7% | -4.3% | +7.0% | +4.2% |
| 30D | -3.7% | +1.3% | -5.0% | -4.2% |
| 3M | +9.5% | +20.2% | -10.8% | +2.3% |
| 6M | +22.2% | +8.6% | +13.6% | +18.3% |
| YTD | +22.3% | +19.0% | +3.4% | +14.3% |
| 1Y | +39.4% | +21.2% | +18.3% | +29.4% |
| 3Y | +188.5% | -9.7% | +198.2% | +192.5% |
| All | +188.5% | -9.6% | +198.1% | +192.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling