+192.6%
CFG vs BDX
+23.0%
+169.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -0.8% | +2.5% | -3.3% | -1.6% |
| 30D | +3.1% | +13.6% | -10.4% | -1.2% |
| 3M | -9.7% | +18.9% | -28.7% | -14.9% |
| 6M | +6.7% | +51.8% | -45.1% | -7.8% |
| YTD | +15.2% | +43.3% | -28.2% | +1.3% |
| 1Y | +28.8% | +48.0% | -19.2% | +12.0% |
| All | +192.6% | +23.0% | +169.7% | +178.4% |
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