+49.1%
BSX vs CLBK
+65.5%
-16.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -10.1% | -1.5% | -8.6% | -9.8% |
| 30D | -16.4% | -1.0% | -15.4% | -16.3% |
| 3M | -8.9% | +22.9% | -31.8% | -13.0% |
| 6M | -38.3% | +44.2% | -82.5% | -43.1% |
| YTD | -54.9% | +64.0% | -118.9% | -60.0% |
| 1Y | -58.8% | +65.7% | -124.5% | -63.6% |
| 3Y | -21.2% | +54.1% | -75.3% | -31.5% |
| 5Y | -3.3% | +44.7% | -48.0% | -20.5% |
| All | +49.1% | +65.5% | -16.3% | +14.4% |
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