+21.2%
CP vs BIIB
-16.1%
+37.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.6% |
| 7D | -2.7% | +1.1% | -3.7% | -2.9% |
| 30D | +0.2% | +6.9% | -6.7% | -1.0% |
| 3M | +2.6% | +12.4% | -9.8% | +0.3% |
| 6M | +6.0% | +16.3% | -10.3% | +2.6% |
| YTD | +24.9% | +25.5% | -0.5% | +18.5% |
| 1Y | +20.1% | +57.8% | -37.7% | +7.6% |
| All | +21.2% | -16.1% | +37.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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