+1,980.9%
CLS vs BDX
+27.1%
+1,953.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.3% |
| 7D | +16.3% | +2.9% | +13.4% | +16.4% |
| 30D | -25.7% | +15.4% | -41.1% | -25.3% |
| 3M | -30.9% | +20.5% | -51.4% | -30.5% |
| 6M | -35.5% | +53.2% | -88.7% | -36.2% |
| YTD | -18.7% | +45.7% | -64.4% | -19.2% |
| 1Y | -17.9% | +47.3% | -65.2% | -18.6% |
| 3Y | +838.1% | +25.1% | +813.0% | +841.3% |
| All | +1,980.9% | +27.1% | +1,953.8% | +1,980.4% |
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 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