+28.1%
CL vs BDX
-1.5%
+29.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.4% |
| 7D | -1.4% | -4.3% | +2.9% | -0.2% |
| 30D | -5.2% | +1.3% | -6.5% | -5.6% |
| 3M | +3.3% | +20.2% | -16.9% | -2.0% |
| 6M | -4.4% | +8.6% | -13.0% | -6.8% |
| YTD | +13.9% | +19.0% | -5.1% | +8.0% |
| 1Y | +7.6% | +21.2% | -13.5% | +1.4% |
| 3Y | +29.6% | -9.7% | +39.3% | +32.5% |
| 5Y | +28.1% | -3.4% | +31.5% | +28.2% |
| All | +28.1% | -1.5% | +29.5% | +28.2% |
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 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