+219.2%
CB vs ALNY
+258.3%
-39.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.5% |
| 7D | -2.8% | -6.4% | +3.7% | -2.4% |
| 30D | -2.4% | +11.9% | -14.3% | -3.1% |
| 3M | +2.8% | -15.0% | +17.8% | +3.3% |
| 6M | +4.8% | -23.2% | +28.0% | +5.8% |
| YTD | +9.2% | -37.8% | +46.9% | +11.3% |
| 1Y | +22.8% | -47.3% | +70.1% | +26.2% |
| 3Y | +71.1% | +22.9% | +48.3% | +66.1% |
| 5Y | +101.0% | +30.6% | +70.4% | +91.5% |
| All | +219.2% | +258.3% | -39.1% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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