+29.5%
CL vs BDX
-6.9%
+36.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | -2.2% | -2.5% | +0.3% | -1.7% |
| 30D | -4.8% | +8.3% | -13.1% | -6.4% |
| 3M | +4.9% | +24.4% | -19.5% | +0.2% |
| 6M | -5.7% | +9.2% | -14.9% | -7.7% |
| YTD | +14.4% | +22.7% | -8.3% | +9.3% |
| 1Y | +8.7% | +25.9% | -17.1% | +3.3% |
| All | +29.5% | -6.9% | +36.4% | +29.2% |
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