+3,154.0%
CLS vs BDX
+59.3%
+3,094.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.7% | +6.4% |
| 7D | +10.9% | -3.2% | +14.1% | +11.6% |
| 30D | +2.1% | -2.5% | +4.6% | +2.5% |
| 3M | -10.2% | +21.4% | -31.6% | -14.7% |
| 6M | +30.4% | +10.4% | +20.0% | +26.6% |
| YTD | +17.2% | +18.8% | -1.6% | +11.2% |
| 1Y | +41.0% | +21.7% | +19.3% | +32.5% |
| 3Y | +1,338.0% | -10.0% | +1,347.9% | +1,355.4% |
| 5Y | +3,860.6% | -1.8% | +3,862.4% | +3,725.0% |
| All | +3,154.0% | +59.3% | +3,094.7% | +2,607.7% |
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