+73.1%
CME vs BDX
+27.1%
+46.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | +3.9% | +2.9% | +1.0% | +3.6% |
| 30D | +11.3% | +15.4% | -4.1% | +9.5% |
| 3M | +19.6% | +20.5% | -1.0% | +17.0% |
| 6M | +8.1% | +53.2% | -45.1% | +2.9% |
| YTD | +20.4% | +45.7% | -25.3% | +14.9% |
| 1Y | +16.5% | +47.3% | -30.8% | +10.9% |
| 3Y | +66.4% | +25.1% | +41.4% | +62.1% |
| All | +73.1% | +27.1% | +46.0% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling