+236.8%
ALNY vs CFG
+396.4%
-159.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.2% | +1.5% | +10.7% | +11.8% |
| 30D | +16.3% | -3.8% | +20.2% | +17.5% |
| 3M | -12.4% | +11.5% | -23.8% | -15.2% |
| 6M | -18.7% | +19.2% | -37.9% | -22.7% |
| YTD | -33.1% | +23.7% | -56.8% | -37.1% |
| 1Y | -41.3% | +38.8% | -80.2% | -46.8% |
| 3Y | +32.3% | +178.9% | -146.6% | -3.6% |
| 5Y | +34.8% | +101.8% | -67.0% | +4.4% |
| 10Y | +284.7% | +317.3% | -32.5% | +88.0% |
| All | +236.8% | +396.4% | -159.6% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling