-13.7%
CLF vs BDX
-9.6%
-4.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | +6.5% | -4.3% | +10.8% | +7.8% |
| 30D | +0.2% | +1.3% | -1.0% | -0.3% |
| 3M | -3.1% | +20.2% | -23.3% | -9.0% |
| 6M | +25.0% | +8.6% | +16.4% | +22.0% |
| YTD | -7.5% | +19.0% | -26.4% | -12.5% |
| 1Y | +11.5% | +21.2% | -9.6% | +4.8% |
| 3Y | -13.7% | -9.7% | -4.0% | -12.6% |
| All | -13.7% | -9.6% | -4.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling