+3,615.7%
ALNY vs CPB
+69.4%
+3,546.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.0% | -2.8% |
| 7D | +5.7% | -8.2% | +13.9% | +8.2% |
| 30D | +18.7% | -5.6% | +24.3% | +20.5% |
| 3M | -11.0% | +3.0% | -13.9% | -11.6% |
| 6M | -18.9% | -12.7% | -6.2% | -15.9% |
| YTD | -34.6% | -18.0% | -16.6% | -31.4% |
| 1Y | -42.8% | -31.7% | -11.1% | -36.9% |
| 3Y | +29.1% | -41.0% | +70.1% | +46.2% |
| 5Y | +39.6% | -38.4% | +78.0% | +52.1% |
| 10Y | +253.8% | -45.0% | +298.7% | +275.5% |
| All | +3,615.7% | +69.4% | +3,546.3% | +2,070.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling