-5.1%
ALNY vs CP
+37.0%
-42.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -30.0% | +10.3% | -40.4% | -32.2% |
| 3M | -30.1% | +2.3% | -32.3% | -30.6% |
| 6M | -46.4% | +10.7% | -57.1% | -47.8% |
| YTD | -60.6% | +29.3% | -89.9% | -63.2% |
| 1Y | -65.4% | +31.5% | -96.9% | -67.8% |
| All | -5.1% | +37.0% | -42.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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