+3,435.9%
ALNY vs CRS
+4,120.1%
-684.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -3.4% |
| 7D | -6.4% | -4.1% | -2.3% | -5.3% |
| 30D | +11.9% | -16.6% | +28.5% | +17.6% |
| 3M | -15.0% | -14.3% | -0.7% | -11.5% |
| 6M | -23.2% | +11.6% | -34.8% | -26.4% |
| YTD | -37.8% | +42.6% | -80.3% | -44.7% |
| 1Y | -47.3% | +81.8% | -129.1% | -57.0% |
| 3Y | +22.9% | +632.1% | -609.2% | -38.2% |
| 5Y | +30.6% | +1,401.6% | -1,371.1% | -50.9% |
| 10Y | +254.6% | +1,379.0% | -1,124.4% | +7.6% |
| All | +3,435.9% | +4,120.1% | -684.2% | +689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling