+165.0%
CMI vs BDX
-2.2%
+167.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | -3.2% | +2.4% | 0.0% |
| 30D | -12.4% | -2.5% | -9.8% | -11.9% |
| 3M | -14.8% | +21.4% | -36.2% | -19.2% |
| 6M | +0.8% | +10.4% | -9.6% | -1.9% |
| YTD | +10.2% | +18.8% | -8.6% | +4.7% |
| 1Y | +37.4% | +21.7% | +15.7% | +29.6% |
| 3Y | +153.3% | -10.0% | +163.2% | +155.5% |
| All | +165.0% | -2.2% | +167.2% | +161.2% |
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