+236.1%
ALNY vs CCI
+23.6%
+212.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | -6.5% | -0.3% | -6.3% | -6.5% |
| 30D | +11.0% | +2.2% | +8.8% | +10.3% |
| 3M | -14.1% | -16.9% | +2.8% | -9.5% |
| 6M | -22.4% | -11.5% | -10.9% | -20.0% |
| YTD | -37.5% | -12.8% | -24.6% | -35.4% |
| 1Y | -46.9% | -17.1% | -29.9% | -44.5% |
| 3Y | +22.1% | -9.6% | +31.7% | +21.6% |
| 5Y | +31.2% | -48.9% | +80.1% | +56.7% |
| All | +236.1% | +23.6% | +212.5% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling