+22.1%
ALNY vs CLBK
+52.2%
-30.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -1.5% | -5.1% | -6.4% |
| 30D | +11.0% | -1.0% | +12.1% | +11.1% |
| 3M | -14.1% | +22.9% | -37.0% | -15.8% |
| 6M | -22.4% | +44.2% | -66.6% | -25.3% |
| YTD | -37.5% | +64.0% | -101.4% | -40.7% |
| 1Y | -46.9% | +65.7% | -112.6% | -49.8% |
| 3Y | +22.1% | +54.1% | -32.0% | +16.2% |
| All | +22.1% | +52.2% | -30.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling