+44.5%
BMY vs CL
+38.6%
+5.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | +9.3% | +9.5% | -0.3% | +5.6% |
| 3M | -0.1% | +6.8% | -6.8% | -2.5% |
| 6M | +15.5% | +14.3% | +1.2% | +9.7% |
| YTD | +21.8% | +27.0% | -5.2% | +11.3% |
| 1Y | +34.9% | +26.3% | +8.6% | +23.4% |
| All | +44.5% | +38.6% | +5.9% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling