+158.2%
ALNY vs CLBK
+65.6%
+92.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.2% |
| 7D | -6.4% | -1.4% | -5.1% | -6.1% |
| 30D | +11.9% | +4.5% | +7.4% | +10.7% |
| 3M | -15.0% | +22.8% | -37.8% | -19.2% |
| 6M | -23.2% | +43.4% | -66.7% | -29.8% |
| YTD | -37.8% | +64.1% | -101.9% | -45.1% |
| 1Y | -47.3% | +67.6% | -114.8% | -54.0% |
| 3Y | +22.9% | +53.3% | -30.4% | +7.0% |
| 5Y | +30.6% | +44.8% | -14.2% | +12.5% |
| All | +158.2% | +65.6% | +92.6% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling