+5,760.6%
CRM vs BDX
+560.2%
+5,200.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | -4.4% | -3.2% | -1.3% | -2.8% |
| 30D | +28.1% | -2.5% | +30.7% | +29.8% |
| 3M | +48.8% | +21.4% | +27.4% | +33.9% |
| 6M | +28.3% | +10.4% | +17.8% | +20.6% |
| YTD | -6.0% | +18.8% | -24.9% | -15.8% |
| 1Y | +1.4% | +21.7% | -20.2% | -10.7% |
| 3Y | +11.8% | -10.0% | +21.8% | +12.8% |
| 5Y | -2.0% | -1.8% | -0.2% | -8.5% |
| 10Y | +239.6% | +58.8% | +180.9% | +111.8% |
| All | +5,760.6% | +560.2% | +5,200.4% | +1,384.3% |
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