+236.1%
ALNY vs CRS
+1,392.1%
-1,156.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -6.5% | -6.8% | +0.2% | -5.4% |
| 30D | +11.0% | -16.1% | +27.2% | +14.4% |
| 3M | -14.1% | -21.2% | +7.1% | -10.5% |
| 6M | -22.4% | +8.7% | -31.1% | -23.9% |
| YTD | -37.5% | +41.0% | -78.4% | -41.5% |
| 1Y | -46.9% | +82.7% | -129.6% | -52.9% |
| 3Y | +22.1% | +604.8% | -582.7% | -18.4% |
| 5Y | +31.2% | +1,384.7% | -1,353.5% | -26.2% |
| All | +236.1% | +1,392.1% | -1,156.0% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling