-3.1%
BSX vs CLBK
+41.8%
-44.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -8.2% | -1.4% | -6.8% | -8.1% |
| 30D | -15.8% | +4.5% | -20.3% | -16.0% |
| 3M | -10.8% | +22.8% | -33.6% | -11.8% |
| 6M | -38.4% | +43.4% | -81.8% | -39.5% |
| YTD | -54.8% | +64.1% | -118.9% | -56.1% |
| 1Y | -59.0% | +67.6% | -126.6% | -60.3% |
| 3Y | -20.0% | +53.3% | -73.3% | -22.8% |
| 5Y | -3.1% | +44.8% | -47.9% | -9.1% |
| All | -3.1% | +41.8% | -44.9% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling