+28.6%
BMY vs CLF
-51.2%
+79.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.6% |
| 7D | -0.5% | -19.6% | +19.0% | -0.3% |
| 30D | +4.1% | -5.0% | +9.1% | +4.0% |
| 3M | -2.1% | -6.3% | +4.2% | -2.2% |
| 6M | +12.2% | +2.8% | +9.4% | +11.7% |
| YTD | +20.3% | -13.7% | +34.0% | +20.1% |
| 1Y | +39.2% | +13.6% | +25.6% | +38.0% |
| 3Y | +35.6% | -34.0% | +69.6% | +34.4% |
| All | +28.6% | -51.2% | +79.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 5y: compounded portfolio wealth divided by compounded CLF 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…
5y analysis · Full analysis span regression · 6 months rolling