+57.3%
CL vs BDX
+56.2%
+1.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -2.3% | -3.6% | +1.3% | -1.2% |
| 30D | -5.5% | +0.7% | -6.2% | -5.8% |
| 3M | +0.8% | +19.0% | -18.1% | -4.6% |
| 6M | -4.2% | +10.8% | -15.0% | -7.5% |
| YTD | +13.4% | +20.1% | -6.7% | +6.6% |
| 1Y | +7.1% | +23.1% | -16.0% | -0.3% |
| 3Y | +29.0% | -8.8% | +37.8% | +30.2% |
| 5Y | +28.3% | -1.4% | +29.7% | +24.9% |
| 10Y | +57.3% | +60.5% | -3.2% | +36.9% |
| All | +57.3% | +56.2% | +1.1% | +36.9% |
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