+69.7%
BMY vs CLBK
+65.5%
+4.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -1.5% | -3.3% | -4.5% |
| 30D | -0.1% | -1.0% | +0.9% | +0.1% |
| 3M | +13.1% | +22.9% | -9.8% | +8.1% |
| 6M | +8.4% | +44.2% | -35.8% | +0.1% |
| YTD | +22.0% | +64.0% | -42.0% | +9.4% |
| 1Y | +40.3% | +65.7% | -25.4% | +25.3% |
| 3Y | +20.5% | +54.1% | -33.5% | +7.6% |
| 5Y | +23.7% | +44.7% | -21.0% | +8.0% |
| All | +69.7% | +65.5% | +4.3% | +36.5% |
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