+107.8%
CB vs ALNY
-2.8%
+110.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.9% |
| 7D | +2.9% | +5.8% | -2.9% | +2.7% |
| 30D | +7.3% | -26.5% | +33.8% | +8.3% |
| 3M | +9.4% | -27.3% | +36.7% | +10.4% |
| 6M | +19.6% | -43.4% | +63.0% | +21.7% |
| YTD | +21.5% | -58.5% | +80.0% | +25.0% |
| 1Y | +28.0% | -63.6% | +91.6% | +32.5% |
| 3Y | +74.9% | 0.0% | +74.9% | +71.1% |
| All | +107.8% | -2.8% | +110.6% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling