+41.9%
CMI vs BDX
+27.3%
+14.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.7% |
| 7D | -0.7% | -2.5% | +1.8% | -0.8% |
| 30D | -13.4% | +8.3% | -21.7% | -13.3% |
| 3M | -17.0% | +24.4% | -41.4% | -17.3% |
| 6M | -1.6% | +9.2% | -10.8% | +2.4% |
| YTD | +11.0% | +22.7% | -11.7% | +11.3% |
| 1Y | +41.9% | +25.9% | +16.0% | +43.1% |
| All | +41.9% | +27.3% | +14.6% | +43.1% |
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 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