+159.4%
ALNY vs CLBK
+65.5%
+94.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -1.5% | -5.1% | -6.2% |
| 30D | +11.0% | -1.0% | +12.1% | +11.3% |
| 3M | -14.1% | +22.9% | -37.0% | -18.3% |
| 6M | -22.4% | +44.2% | -66.6% | -29.1% |
| YTD | -37.5% | +64.0% | -101.4% | -44.8% |
| 1Y | -46.9% | +65.7% | -112.6% | -53.6% |
| 3Y | +22.1% | +54.1% | -32.0% | +6.1% |
| 5Y | +31.2% | +44.7% | -13.5% | +13.1% |
| All | +159.4% | +65.5% | +94.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling