+3,419.7%
CLS vs BDX
+832.8%
+2,586.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.7% | +6.5% |
| 7D | +12.8% | -4.3% | +17.1% | +14.1% |
| 30D | +3.8% | +1.3% | +2.6% | +3.2% |
| 3M | -14.6% | +20.2% | -34.9% | -20.1% |
| 6M | +32.2% | +8.6% | +23.6% | +27.1% |
| YTD | +11.6% | +19.0% | -7.3% | +3.8% |
| 1Y | +35.1% | +21.2% | +13.9% | +24.4% |
| 3Y | +1,312.5% | -9.7% | +1,322.3% | +1,297.6% |
| 5Y | +3,542.1% | -3.4% | +3,545.5% | +3,382.2% |
| 10Y | +2,944.0% | +53.9% | +2,890.1% | +2,327.8% |
| All | +3,419.7% | +832.8% | +2,586.9% | +1,660.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling