+6,781.2%
CME vs BDX
+1,070.3%
+5,710.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.4% |
| 7D | -1.6% | -2.5% | +0.9% | -0.5% |
| 30D | +6.2% | +8.3% | -2.0% | +2.5% |
| 3M | +10.4% | +24.4% | -14.0% | -0.2% |
| 6M | -9.5% | +9.2% | -18.7% | -13.8% |
| YTD | +6.0% | +22.7% | -16.7% | -4.6% |
| 1Y | +9.3% | +25.9% | -16.6% | -3.3% |
| 3Y | +57.7% | -10.5% | +68.1% | +58.1% |
| 5Y | +77.7% | +1.9% | +75.8% | +63.1% |
| 10Y | +281.2% | +58.7% | +222.5% | +156.7% |
| All | +6,781.2% | +1,070.3% | +5,710.9% | +1,705.9% |
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