+68.7%
CB vs ALNY
+29.0%
+39.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.4% |
| 7D | -0.6% | +5.7% | -6.3% | -0.8% |
| 30D | -3.9% | +18.7% | -22.6% | -4.5% |
| 3M | +4.9% | -11.0% | +15.9% | +5.1% |
| 6M | +3.3% | -18.9% | +22.1% | +3.7% |
| YTD | +8.5% | -34.6% | +43.1% | +9.3% |
| 1Y | +22.1% | -42.8% | +64.9% | +23.3% |
| All | +68.7% | +29.0% | +39.7% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling