+61.9%
BMY vs CLSK
-61.9%
+123.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -4.8% | +17.2% | -22.0% | -4.8% |
| 30D | -0.7% | +14.6% | -15.2% | -0.7% |
| 3M | +15.3% | -16.8% | +32.2% | +15.3% |
| 6M | +8.5% | +38.2% | -29.6% | +8.4% |
| YTD | +23.4% | +31.2% | -7.8% | +23.3% |
| 1Y | +42.9% | +37.3% | +5.6% | +42.7% |
| 3Y | +22.0% | +201.8% | -179.9% | +21.7% |
| 5Y | +24.3% | -1.6% | +25.9% | +23.9% |
| All | +61.9% | -61.9% | +123.8% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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