+18.8%
CLF vs BDX
+27.3%
-8.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +7.6% | -2.5% | +10.1% | +8.0% |
| 30D | -1.2% | +8.3% | -9.4% | -2.8% |
| 3M | -13.4% | +24.4% | -37.8% | -17.8% |
| 6M | +15.4% | +9.2% | +6.2% | +20.3% |
| YTD | -5.9% | +22.7% | -28.6% | -7.4% |
| 1Y | +18.8% | +25.9% | -7.1% | +17.9% |
| All | +18.8% | +27.3% | -8.5% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling