+81.5%
BSX vs CLS
+2,968.1%
-2,886.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.8% |
| 7D | -8.2% | +5.0% | -13.2% | -8.9% |
| 30D | -15.8% | +4.8% | -20.6% | -16.8% |
| 3M | -10.8% | -10.4% | -0.5% | -10.9% |
| 6M | -38.4% | +20.8% | -59.2% | -42.5% |
| YTD | -54.8% | +10.0% | -64.8% | -57.4% |
| 1Y | -59.0% | +28.5% | -87.6% | -63.3% |
| 3Y | -20.0% | +1,292.2% | -1,312.2% | -61.7% |
| 5Y | -3.1% | +3,616.8% | -3,619.9% | -65.9% |
| All | +81.5% | +2,968.1% | -2,886.6% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling