+56.1%
BSX vs CLBK
+66.9%
-10.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.8% |
| 7D | -6.4% | +1.1% | -7.6% | -6.7% |
| 30D | -8.8% | +7.8% | -16.6% | -10.3% |
| 3M | -7.6% | +23.9% | -31.5% | -12.0% |
| 6M | -37.0% | +42.3% | -79.3% | -41.7% |
| YTD | -52.8% | +65.4% | -118.2% | -58.2% |
| 1Y | -58.4% | +70.3% | -128.7% | -63.5% |
| 3Y | -16.5% | +54.5% | -71.0% | -27.4% |
| 5Y | -1.2% | +43.1% | -44.3% | -18.0% |
| All | +56.1% | +66.9% | -10.8% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling