+1,284.2%
CLS vs BDX
-9.0%
+1,293.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.2% |
| 7D | +20.1% | -3.6% | +23.7% | +19.6% |
| 30D | +6.0% | +0.7% | +5.4% | +6.2% |
| 3M | -10.3% | +19.0% | -29.2% | -8.5% |
| 6M | +24.5% | +10.8% | +13.7% | +27.5% |
| YTD | +12.9% | +20.1% | -7.3% | +15.5% |
| 1Y | +36.7% | +23.1% | +13.6% | +40.0% |
| All | +1,284.2% | -9.0% | +1,293.2% | +1,371.4% |
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