+66.4%
CME vs BDX
+25.0%
+41.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.8% |
| 7D | +3.9% | +2.9% | +1.0% | +3.9% |
| 30D | +11.3% | +15.4% | -4.1% | +11.0% |
| 3M | +19.6% | +20.5% | -1.0% | +19.2% |
| 6M | +8.1% | +53.2% | -45.1% | +7.6% |
| YTD | +20.4% | +45.7% | -25.3% | +19.7% |
| 1Y | +16.5% | +47.3% | -30.8% | +15.8% |
| 3Y | +66.4% | +25.1% | +41.4% | +65.8% |
| All | +66.4% | +25.0% | +41.5% | +65.8% |
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