-41.3%
ALNY vs CFG
+40.4%
-81.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.2% | +1.5% | +10.7% | +12.0% |
| 30D | +16.3% | -3.8% | +20.2% | +16.7% |
| 3M | -12.4% | +11.5% | -23.8% | -14.1% |
| 6M | -18.7% | +19.2% | -37.9% | -21.1% |
| YTD | -33.1% | +23.7% | -56.8% | -34.2% |
| 1Y | -41.3% | +38.8% | -80.2% | -40.9% |
| All | -41.3% | +40.4% | -81.7% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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