+120.3%
CLF vs BDX
+58.0%
+62.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.3% |
| 7D | -3.7% | -5.4% | +1.8% | -1.2% |
| 30D | -4.7% | -2.2% | -2.5% | -3.9% |
| 3M | -4.7% | +20.1% | -24.7% | -13.4% |
| 6M | +24.0% | +9.1% | +15.0% | +17.5% |
| YTD | -10.9% | +17.9% | -28.8% | -18.7% |
| 1Y | +4.0% | +22.1% | -18.0% | -6.8% |
| 3Y | -16.9% | -10.5% | -6.4% | -14.9% |
| 5Y | -49.3% | -2.6% | -46.7% | -50.4% |
| All | +120.3% | +58.0% | +62.3% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling