+3,616.8%
CLS vs BDX
-3.5%
+3,620.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.5% |
| 7D | +5.0% | -5.4% | +10.4% | +5.1% |
| 30D | +4.8% | -2.2% | +7.0% | +4.8% |
| 3M | -10.4% | +20.1% | -30.5% | -11.4% |
| 6M | +20.8% | +9.1% | +11.8% | +20.9% |
| YTD | +10.0% | +17.9% | -7.9% | +8.8% |
| 1Y | +28.5% | +22.1% | +6.5% | +26.4% |
| 3Y | +1,292.2% | -10.5% | +1,302.7% | +1,346.5% |
| 5Y | +3,616.8% | -2.6% | +3,619.4% | +3,508.5% |
| All | +3,616.8% | -3.5% | +3,620.3% | +3,508.5% |
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