-53.6%
BSX vs CLS
-28.7%
-24.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.1% | +14.4% | +4.9% |
| 7D | +8.0% | -21.1% | +29.1% | +7.0% |
| 30D | +8.1% | -38.2% | +46.3% | +6.8% |
| 3M | -6.7% | -36.3% | +29.6% | -7.3% |
| 6M | -19.4% | -43.8% | +24.4% | -19.7% |
| YTD | -51.9% | -20.0% | -31.9% | -53.4% |
| 1Y | -53.6% | -29.6% | -24.0% | -55.1% |
| All | -53.6% | -28.7% | -24.9% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling