+34.0%
CMS vs BDX
+24.3%
+9.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | +0.5% | +7.3% | -6.8% | -1.5% |
| 30D | +7.4% | +15.7% | -8.3% | +3.2% |
| 3M | +1.9% | +19.1% | -17.2% | -3.1% |
| 6M | -2.3% | +44.1% | -46.5% | -12.3% |
| YTD | +3.0% | +42.1% | -39.1% | -7.6% |
| 1Y | -2.8% | +52.6% | -55.4% | -14.7% |
| 3Y | +37.9% | +22.6% | +15.3% | +28.0% |
| 5Y | +34.0% | +23.3% | +10.6% | +20.9% |
| All | +34.0% | +24.3% | +9.7% | +20.9% |
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 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