+1,637.4%
BMY vs CLF
+646.3%
+991.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -0.5% | -19.6% | +19.0% | +1.1% |
| 30D | +4.1% | -5.0% | +9.1% | +4.1% |
| 3M | -2.1% | -6.3% | +4.2% | -2.2% |
| 6M | +12.2% | +2.8% | +9.4% | +10.6% |
| YTD | +20.3% | -13.7% | +34.0% | +19.5% |
| 1Y | +39.2% | +13.6% | +25.6% | +35.0% |
| 3Y | +35.6% | -34.0% | +69.6% | +32.9% |
| 5Y | +28.6% | -48.7% | +77.3% | +25.6% |
| 10Y | +73.9% | +113.4% | -39.6% | +36.9% |
| All | +1,637.4% | +646.3% | +991.1% | +692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling