+2,297.8%
CLX vs BDX
+5,185.2%
-2,887.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | -3.5% | -4.3% | +0.7% | -2.5% |
| 30D | -11.9% | +1.3% | -13.1% | -12.1% |
| 3M | -2.6% | +20.2% | -22.9% | -6.8% |
| 6M | -18.2% | +8.6% | -26.8% | -19.8% |
| YTD | -5.9% | +19.0% | -24.9% | -9.8% |
| 1Y | -23.8% | +21.2% | -45.0% | -27.4% |
| 3Y | -33.6% | -9.7% | -23.9% | -33.0% |
| 5Y | -35.7% | -3.4% | -32.3% | -36.5% |
| 10Y | -2.5% | +53.9% | -56.4% | -15.3% |
| All | +2,297.8% | +5,185.2% | -2,887.4% | +687.9% |
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