+2,463.6%
CLS vs BDX
+1,042.2%
+1,421.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.7% |
| 7D | +16.3% | +2.9% | +13.4% | +15.4% |
| 30D | -25.7% | +15.4% | -41.1% | -29.0% |
| 3M | -30.9% | +20.5% | -51.4% | -35.1% |
| 6M | -35.5% | +53.2% | -88.7% | -44.3% |
| YTD | -18.7% | +45.7% | -64.4% | -29.2% |
| 1Y | -17.9% | +47.3% | -65.2% | -28.7% |
| 3Y | +838.1% | +25.1% | +813.0% | +734.1% |
| 5Y | +1,971.9% | +27.4% | +1,944.5% | +1,710.4% |
| 10Y | +1,907.9% | +95.4% | +1,812.5% | +1,383.7% |
| All | +2,463.6% | +1,042.2% | +1,421.4% | +1,100.6% |
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