+26.3%
CL vs BDX
+53.1%
-26.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -1.5% |
| 30D | +9.5% | +13.6% | -4.0% | +5.7% |
| 3M | +6.8% | +18.9% | -12.2% | +1.8% |
| 6M | +14.3% | +51.8% | -37.5% | +2.6% |
| YTD | +27.0% | +43.3% | -16.3% | +14.9% |
| 1Y | +26.3% | +48.0% | -21.7% | +12.8% |
| All | +26.3% | +53.1% | -26.8% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling