+33.9%
ALNY vs CRL
-37.1%
+71.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.1% |
| 7D | -6.5% | -3.5% | -3.0% | -5.9% |
| 30D | +11.0% | -2.1% | +13.2% | +11.5% |
| 3M | -14.1% | +48.0% | -62.0% | -20.2% |
| 6M | -22.4% | +64.7% | -87.1% | -29.6% |
| YTD | -37.5% | +39.5% | -77.0% | -41.8% |
| 1Y | -46.9% | +74.2% | -121.1% | -52.7% |
| 3Y | +22.1% | +39.4% | -17.3% | +8.8% |
| All | +33.9% | -37.1% | +71.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling