+236.1%
ALNY vs CNP
+137.0%
+99.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -1.4% | -5.1% | -6.3% |
| 30D | +11.0% | -2.9% | +14.0% | +11.6% |
| 3M | -14.1% | -7.5% | -6.5% | -12.7% |
| 6M | -22.4% | -7.9% | -14.5% | -21.2% |
| YTD | -37.5% | +3.7% | -41.2% | -37.9% |
| 1Y | -46.9% | +4.6% | -51.5% | -47.4% |
| 3Y | +22.1% | +49.1% | -27.1% | +13.1% |
| 5Y | +31.2% | +69.2% | -38.0% | +19.1% |
| All | +236.1% | +137.0% | +99.1% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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