+811.7%
CLS vs BMY
+36.2%
+775.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | -1.4% | -9.2% | -10.7% |
| 30D | -38.4% | +5.1% | -43.6% | -37.5% |
| 3M | -29.9% | -3.0% | -26.9% | -29.7% |
| 6M | -40.6% | +13.1% | -53.7% | -38.7% |
| YTD | -24.6% | +20.3% | -44.9% | -21.3% |
| 1Y | -30.8% | +39.0% | -69.8% | -26.2% |
| 3Y | +811.7% | +42.0% | +769.8% | +911.0% |
| All | +811.7% | +36.2% | +775.5% | +911.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling