-29.6%
CLS vs BDX
+54.0%
-83.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.6% | -14.6% | -5.5% |
| 7D | -21.1% | +7.2% | -28.3% | -17.2% |
| 30D | -38.2% | +15.8% | -54.0% | -32.0% |
| 3M | -36.3% | +23.7% | -60.0% | -27.2% |
| 6M | -43.8% | +44.8% | -88.6% | -31.4% |
| YTD | -20.0% | +39.8% | -59.8% | -0.9% |
| 1Y | -29.6% | +52.3% | -81.9% | -11.0% |
| All | -29.6% | +54.0% | -83.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling