-1.3%
CMS vs BDX
+27.3%
-28.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +0.8% |
| 30D | -3.6% | +8.3% | -11.9% | -5.0% |
| 3M | -1.9% | +24.4% | -26.3% | -5.8% |
| 6M | -11.0% | +9.2% | -20.2% | -13.2% |
| YTD | +0.2% | +22.7% | -22.5% | -4.4% |
| 1Y | -1.3% | +25.9% | -27.2% | -6.8% |
| All | -1.3% | +27.3% | -28.6% | -6.8% |
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 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