+11.7%
CMI vs BDX
+54.0%
-42.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.6% | -11.3% | -5.3% |
| 7D | -11.2% | +7.2% | -18.4% | -10.7% |
| 30D | -9.8% | +15.8% | -25.6% | -9.0% |
| 3M | -25.5% | +23.7% | -49.2% | -24.7% |
| 6M | -27.7% | +44.8% | -72.5% | -27.6% |
| YTD | -6.6% | +39.8% | -46.4% | -5.7% |
| 1Y | +11.7% | +52.3% | -40.7% | +11.7% |
| All | +11.7% | +54.0% | -42.3% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling