+40.8%
CL vs BDX
+24.3%
+16.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +2.6% | +7.3% | -4.7% | +0.5% |
| 30D | +11.8% | +15.7% | -3.9% | +7.3% |
| 3M | +5.9% | +19.1% | -13.2% | +0.8% |
| 6M | +13.3% | +44.1% | -30.8% | +2.1% |
| YTD | +27.1% | +42.1% | -15.0% | +14.6% |
| 1Y | +28.0% | +52.6% | -24.6% | +13.0% |
| 3Y | +39.4% | +22.6% | +16.8% | +29.5% |
| 5Y | +40.8% | +23.3% | +17.4% | +29.3% |
| All | +40.8% | +24.3% | +16.5% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling