+3,615.7%
ALNY vs CCEP
+1,176.9%
+2,438.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +5.7% | -1.0% | +6.7% | +6.0% |
| 30D | +18.7% | -1.6% | +20.3% | +19.3% |
| 3M | -11.0% | +11.9% | -22.8% | -14.8% |
| 6M | -18.9% | +7.5% | -26.3% | -21.4% |
| YTD | -34.6% | +18.7% | -53.3% | -39.1% |
| 1Y | -42.8% | +21.4% | -64.2% | -47.3% |
| 3Y | +29.1% | +89.1% | -60.0% | +0.1% |
| 5Y | +39.6% | +108.7% | -69.1% | +2.6% |
| 10Y | +253.8% | +241.0% | +12.8% | +97.1% |
| All | +3,615.7% | +1,176.9% | +2,438.8% | +919.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 all: compounded portfolio wealth divided by compounded CCEP 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…
all analysis · Full analysis span regression · 6 months rolling