+236.1%
ALNY vs CPB
-45.3%
+281.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.5% | -1.8% | -4.8% | -6.4% |
| 30D | +11.0% | -7.1% | +18.1% | +11.8% |
| 3M | -14.1% | -6.0% | -8.0% | -13.4% |
| 6M | -22.4% | -5.3% | -17.1% | -21.9% |
| YTD | -37.5% | -20.8% | -16.6% | -36.4% |
| 1Y | -46.9% | -33.8% | -13.1% | -45.2% |
| 3Y | +22.1% | -43.7% | +65.8% | +27.1% |
| 5Y | +31.2% | -40.7% | +71.9% | +36.2% |
| All | +236.1% | -45.3% | +281.4% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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