+32.6%
BMY vs CL
+26.2%
+6.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | +10.0% | +9.5% | +0.5% | +6.4% |
| 3M | -1.2% | +6.6% | -7.8% | -3.5% |
| 6M | +12.8% | +13.2% | -0.4% | +8.0% |
| YTD | +20.7% | +26.9% | -6.2% | +15.4% |
| 1Y | +32.6% | +27.6% | +5.0% | +26.3% |
| All | +32.6% | +26.2% | +6.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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