+70.9%
BMY vs CLBK
+60.9%
+10.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | +7.0% | +3.4% | +3.6% | +6.3% |
| 3M | -0.9% | -4.3% | +3.4% | -0.1% |
| 6M | +14.9% | +28.4% | -13.4% | +8.8% |
| YTD | +22.8% | +59.4% | -36.6% | +10.8% |
| 1Y | +36.2% | +64.8% | -28.6% | +22.0% |
| 3Y | +45.7% | +50.6% | -4.9% | +30.7% |
| 5Y | +31.3% | +28.3% | +3.0% | +18.6% |
| All | +70.9% | +60.9% | +10.1% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling