+1,269.2%
CLS vs BMY
+22.6%
+1,246.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.2% | +8.8% | +5.3% |
| 7D | +12.8% | -3.3% | +16.1% | +12.4% |
| 30D | +3.8% | 0.0% | +3.9% | +3.9% |
| 3M | -14.6% | +17.7% | -32.4% | -12.9% |
| 6M | +32.2% | +9.6% | +22.6% | +34.6% |
| YTD | +11.6% | +24.0% | -12.4% | +14.5% |
| 1Y | +35.1% | +45.1% | -10.1% | +40.2% |
| All | +1,269.2% | +22.6% | +1,246.5% | +1,835.4% |
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