+4,850.5%
CL vs BDX
+5,351.6%
-501.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.1% |
| 7D | -2.2% | -2.5% | +0.3% | -1.5% |
| 30D | -4.8% | +8.3% | -13.1% | -6.9% |
| 3M | +4.9% | +24.4% | -19.5% | -1.1% |
| 6M | -5.7% | +9.2% | -14.9% | -8.2% |
| YTD | +14.4% | +22.7% | -8.3% | +7.8% |
| 1Y | +8.7% | +25.9% | -17.1% | +1.7% |
| 3Y | +30.0% | -10.5% | +40.5% | +31.0% |
| 5Y | +28.4% | +1.9% | +26.4% | +24.3% |
| 10Y | +50.1% | +58.7% | -8.6% | +27.1% |
| All | +4,850.5% | +5,351.6% | -501.1% | +1,335.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling