+5,396.4%
CL vs BDX
+6,267.7%
-871.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.8% | +2.5% | -3.3% | -1.4% |
| 30D | +9.5% | +13.6% | -4.0% | +5.9% |
| 3M | +6.8% | +18.9% | -12.2% | +1.9% |
| 6M | +14.3% | +51.8% | -37.5% | +2.1% |
| YTD | +27.0% | +43.3% | -16.3% | +14.9% |
| 1Y | +26.3% | +48.0% | -21.7% | +13.2% |
| 3Y | +39.3% | +23.7% | +15.6% | +29.1% |
| 5Y | +41.5% | +24.9% | +16.6% | +30.0% |
| 10Y | +84.1% | +92.2% | -8.1% | +48.4% |
| All | +5,396.4% | +6,267.7% | -871.3% | +1,429.4% |
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