+234.5%
ALNY vs CSGP
+44.2%
+190.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -6.4% | -6.9% | +0.5% | -4.0% |
| 30D | +11.9% | -5.2% | +17.1% | +13.8% |
| 3M | -15.0% | -13.8% | -1.2% | -11.0% |
| 6M | -23.2% | -36.3% | +13.1% | -10.9% |
| YTD | -37.8% | -56.1% | +18.4% | -18.5% |
| 1Y | -47.3% | -65.8% | +18.6% | -24.4% |
| 3Y | +22.9% | -64.3% | +87.2% | +66.9% |
| 5Y | +30.6% | -67.3% | +97.9% | +79.2% |
| All | +234.5% | +44.2% | +190.4% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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