-62.0%
ALNY vs CRS
-3.8%
-58.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -30.7% | +4.3% | -35.0% | -31.1% |
| 30D | -26.7% | -25.5% | -1.3% | -23.1% |
| 3M | -26.4% | -48.7% | +22.3% | -16.0% |
| 6M | -45.9% | -31.6% | -14.3% | -42.5% |
| YTD | -59.5% | -7.0% | -52.5% | -59.7% |
| 1Y | -62.0% | -4.5% | -57.5% | -62.2% |
| All | -62.0% | -3.8% | -58.2% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling