+142.1%
CI vs BDX
+59.3%
+82.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -0.1% | -3.2% | +3.1% | +1.3% |
| 30D | +1.8% | -2.5% | +4.3% | +2.8% |
| 3M | -4.2% | +21.4% | -25.7% | -12.4% |
| 6M | +8.8% | +10.4% | -1.6% | +3.5% |
| YTD | +3.7% | +18.8% | -15.1% | -5.0% |
| 1Y | -6.1% | +21.7% | -27.8% | -14.9% |
| 3Y | +4.5% | -10.0% | +14.4% | +6.6% |
| 5Y | +50.5% | -1.8% | +52.3% | +44.7% |
| All | +142.1% | +59.3% | +82.8% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling