+4,369.3%
CNC vs BDX
+985.8%
+3,383.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | -4.9% | -3.6% | -1.3% | -3.0% |
| 30D | -3.8% | +0.7% | -4.5% | -4.2% |
| 3M | -3.2% | +19.0% | -22.2% | -12.8% |
| 6M | +47.9% | +10.8% | +37.1% | +37.7% |
| YTD | +55.7% | +20.1% | +35.5% | +38.2% |
| 1Y | +106.2% | +23.1% | +83.2% | +80.3% |
| 3Y | -2.1% | -8.8% | +6.8% | -1.7% |
| 5Y | +3.4% | -1.4% | +4.8% | -2.1% |
| 10Y | +91.7% | +60.5% | +31.1% | +33.0% |
| All | +4,369.3% | +985.8% | +3,383.5% | +1,200.6% |
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