0.0%
ALNY vs CFG
+191.5%
-191.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.7% | +5.2% |
| 7D | +5.8% | +3.2% | +2.6% | +5.1% |
| 30D | -26.5% | +5.1% | -31.6% | -27.3% |
| 3M | -27.3% | -11.2% | -16.1% | -25.6% |
| 6M | -43.4% | +9.6% | -52.9% | -44.8% |
| YTD | -58.5% | +15.0% | -73.5% | -60.0% |
| 1Y | -63.6% | +29.9% | -93.5% | -65.9% |
| 3Y | 0.0% | +192.1% | -192.1% | -25.7% |
| All | 0.0% | +191.5% | -191.5% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling