+21.5%
ALNY vs CRL
+36.0%
-14.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.1% | -3.7% |
| 7D | -6.4% | -6.9% | +0.5% | -5.0% |
| 30D | +11.9% | -3.2% | +15.1% | +12.7% |
| 3M | -15.0% | +46.5% | -61.6% | -21.5% |
| 6M | -23.2% | +63.1% | -86.3% | -31.0% |
| YTD | -37.8% | +36.9% | -74.6% | -42.3% |
| 1Y | -47.3% | +78.1% | -125.4% | -53.9% |
| All | +21.5% | +36.0% | -14.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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