+22.1%
ALNY vs CPB
-43.0%
+65.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -6.5% | -1.8% | -4.8% | -6.2% |
| 30D | +11.0% | -7.1% | +18.1% | +12.5% |
| 3M | -14.1% | -6.0% | -8.0% | -12.8% |
| 6M | -22.4% | -5.3% | -17.1% | -21.2% |
| YTD | -37.5% | -20.8% | -16.6% | -35.5% |
| 1Y | -46.9% | -33.8% | -13.1% | -43.6% |
| 3Y | +22.1% | -43.7% | +65.8% | +21.1% |
| All | +22.1% | -43.0% | +65.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling