+51.6%
CME vs BDX
-9.0%
+60.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -0.6% | -3.6% | +2.9% | -0.6% |
| 30D | +4.7% | +0.7% | +4.0% | +4.7% |
| 3M | +7.8% | +19.0% | -11.1% | +7.9% |
| 6M | -11.0% | +10.8% | -21.8% | -10.9% |
| YTD | +4.0% | +20.1% | -16.1% | +3.9% |
| 1Y | +9.1% | +23.1% | -14.0% | +8.9% |
| All | +51.6% | -9.0% | +60.6% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling