+1,914.6%
CLS vs BMY
+59.8%
+1,854.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.7% |
| 7D | +16.3% | +2.1% | +14.2% | +15.9% |
| 30D | -25.7% | +7.0% | -32.7% | -26.6% |
| 3M | -30.9% | -0.9% | -30.0% | -31.0% |
| 6M | -35.5% | +14.9% | -50.4% | -37.8% |
| YTD | -18.7% | +22.8% | -41.5% | -22.9% |
| 1Y | -17.9% | +36.2% | -54.1% | -24.0% |
| 3Y | +838.1% | +45.7% | +792.4% | +720.7% |
| 5Y | +1,971.9% | +31.3% | +1,940.6% | +1,755.7% |
| All | +1,914.6% | +59.8% | +1,854.8% | +1,615.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling