+3,615.7%
ALNY vs CCI
+761.6%
+2,854.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | +5.7% | +0.2% | +5.5% | +5.5% |
| 30D | +18.7% | +0.5% | +18.2% | +18.3% |
| 3M | -11.0% | -16.3% | +5.3% | -4.9% |
| 6M | -18.9% | -13.9% | -4.9% | -14.7% |
| YTD | -34.6% | -12.4% | -22.2% | -32.1% |
| 1Y | -42.8% | -15.2% | -27.7% | -40.0% |
| 3Y | +29.1% | -9.9% | +39.0% | +28.3% |
| 5Y | +39.6% | -50.8% | +90.4% | +75.7% |
| 10Y | +253.8% | +18.3% | +235.5% | +187.5% |
| All | +3,615.7% | +761.6% | +2,854.1% | +1,420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling