+3,585.7%
ALNY vs CRL
+518.6%
+3,067.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -3.5% | -4.6% | +1.1% | -1.6% |
| 30D | +18.9% | +0.5% | +18.4% | +18.6% |
| 3M | -13.3% | +46.6% | -59.9% | -26.8% |
| 6M | -20.3% | +57.3% | -77.5% | -35.5% |
| YTD | -35.1% | +39.5% | -74.7% | -45.2% |
| 1Y | -46.5% | +76.9% | -123.4% | -59.8% |
| 3Y | +28.1% | +39.4% | -11.3% | -2.9% |
| 5Y | +36.1% | -37.2% | +73.2% | +42.8% |
| 10Y | +269.7% | +253.4% | +16.3% | +33.6% |
| All | +3,585.7% | +518.6% | +3,067.2% | +797.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling