-62.0%
ALNY vs CFG
+34.2%
-96.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +0.4% |
| 7D | -30.7% | +1.8% | -32.5% | -30.9% |
| 30D | -26.7% | +3.3% | -30.0% | -27.2% |
| 3M | -26.4% | -9.8% | -16.6% | -25.1% |
| 6M | -45.9% | +5.2% | -51.1% | -47.2% |
| YTD | -59.5% | +16.1% | -75.6% | -60.6% |
| 1Y | -62.0% | +33.7% | -95.6% | -61.0% |
| All | -62.0% | +34.2% | -96.2% | -61.0% |
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