+733.2%
CLF vs BDX
+6,303.0%
-5,569.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +16.0% | +1.0% | +15.0% | +15.6% |
| 30D | +1.6% | +15.1% | -13.5% | -4.0% |
| 3M | +6.7% | +18.2% | -11.5% | -0.4% |
| 6M | +21.1% | +48.1% | -27.0% | +3.3% |
| YTD | -1.6% | +44.1% | -45.7% | -15.5% |
| 1Y | +18.5% | +46.4% | -27.9% | +1.1% |
| 3Y | -21.0% | +24.4% | -45.4% | -29.4% |
| 5Y | -41.4% | +26.1% | -67.5% | -47.8% |
| 10Y | +86.5% | +93.3% | -6.8% | +41.3% |
| All | +733.2% | +6,303.0% | -5,569.8% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling