+274.2%
CME vs BDX
+59.3%
+214.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -1.6% | -3.2% | +1.6% | -0.7% |
| 30D | +5.6% | -2.5% | +8.1% | +6.3% |
| 3M | +5.6% | +21.4% | -15.8% | -0.2% |
| 6M | -8.3% | +10.4% | -18.7% | -11.2% |
| YTD | +4.3% | +18.8% | -14.5% | -1.5% |
| 1Y | +9.1% | +21.7% | -12.6% | +2.0% |
| 3Y | +52.1% | -10.0% | +62.0% | +54.3% |
| 5Y | +79.7% | -1.8% | +81.5% | +73.4% |
| All | +274.2% | +59.3% | +214.9% | +208.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling