+362.4%
CFG vs BDX
+157.0%
+205.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.6% |
| 7D | +1.5% | -2.5% | +4.1% | +2.6% |
| 30D | -3.8% | +8.3% | -12.1% | -7.2% |
| 3M | +11.5% | +24.4% | -12.9% | +1.2% |
| 6M | +19.2% | +9.2% | +10.0% | +14.1% |
| YTD | +23.7% | +22.7% | +1.0% | +12.4% |
| 1Y | +38.8% | +25.9% | +13.0% | +24.6% |
| 3Y | +178.9% | -10.5% | +189.4% | +185.0% |
| 5Y | +101.8% | +1.9% | +99.9% | +92.0% |
| 10Y | +317.3% | +58.7% | +258.6% | +216.4% |
| All | +362.4% | +157.0% | +205.4% | +223.7% |
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