-35.8%
CBRS vs BMY
+15.4%
-51.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -5.0% |
| 7D | +15.7% | -3.3% | +19.1% | +15.4% |
| 30D | -11.9% | 0.0% | -11.8% | -11.9% |
| 3M | -16.0% | +17.7% | -33.7% | -9.8% |
| All | -35.8% | +15.4% | -51.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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 · Available span rolling