-48.2%
CLF vs BDX
-1.9%
-46.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.7% | -3.6% | +0.9% | -1.2% |
| 30D | -3.2% | +0.7% | -3.9% | -3.7% |
| 3M | -5.0% | +19.0% | -23.9% | -12.8% |
| 6M | +26.6% | +10.8% | +15.8% | +19.9% |
| YTD | -9.0% | +20.1% | -29.1% | -17.1% |
| 1Y | +11.8% | +23.1% | -11.2% | +0.5% |
| 3Y | -15.1% | -8.8% | -6.3% | -11.6% |
| 5Y | -48.2% | -1.4% | -46.8% | -49.2% |
| All | -48.2% | -1.9% | -46.3% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling