+87.5%
CLF vs BDX
+87.0%
+0.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | +2.3% | +2.5% | -0.2% | +1.1% |
| 30D | +1.9% | +13.6% | -11.6% | -4.3% |
| 3M | +5.9% | +18.9% | -13.1% | -3.0% |
| 6M | +16.9% | +51.8% | -34.9% | -5.5% |
| YTD | -1.1% | +43.3% | -44.4% | -17.9% |
| 1Y | +28.8% | +48.0% | -19.1% | +5.2% |
| 3Y | -20.6% | +23.7% | -44.3% | -30.8% |
| 5Y | -41.5% | +24.9% | -66.4% | -49.3% |
| 10Y | +87.5% | +92.2% | -4.7% | +74.9% |
| All | +87.5% | +87.0% | +0.5% | +74.9% |
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 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