+57.8%
BIIB vs CLBK
+73.3%
-15.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +6.9% | +9.1% | -2.3% | +5.6% |
| 3M | +12.4% | +27.7% | -15.3% | +9.0% |
| 6M | +16.3% | +40.8% | -24.6% | +11.2% |
| YTD | +25.5% | +66.4% | -40.9% | +18.8% |
| 1Y | +57.8% | +72.4% | -14.6% | +48.1% |
| All | +57.8% | +73.3% | -15.5% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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