+459.7%
CMS vs BDX
+5,351.6%
-4,891.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | -3.6% | +8.3% | -11.9% | -5.5% |
| 3M | -1.9% | +24.4% | -26.3% | -7.1% |
| 6M | -11.0% | +9.2% | -20.2% | -13.1% |
| YTD | +0.2% | +22.7% | -22.5% | -5.1% |
| 1Y | -1.3% | +25.9% | -27.2% | -7.2% |
| 3Y | +35.9% | -10.5% | +46.4% | +36.9% |
| 5Y | +23.1% | +1.9% | +21.2% | +19.7% |
| 10Y | +117.9% | +58.7% | +59.2% | +89.2% |
| All | +459.7% | +5,351.6% | -4,891.9% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling