-57.8%
BSX vs CLS
-26.6%
-31.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +0.1% |
| 7D | +3.7% | +16.3% | -12.6% | +4.3% |
| 30D | +3.1% | -25.7% | +28.8% | +2.3% |
| 3M | -14.2% | -30.9% | +16.6% | -14.8% |
| 6M | -16.4% | -35.5% | +19.1% | -17.3% |
| YTD | -53.5% | -18.7% | -34.8% | -55.2% |
| 1Y | -57.8% | -17.9% | -39.9% | -59.2% |
| All | -57.8% | -26.6% | -31.2% | -59.2% |
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 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