+1,176.7%
CB vs ALNY
+4,262.5%
-3,085.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.5% | +12.2% | -11.7% | -0.7% |
| 30D | -3.1% | +16.3% | -19.5% | -4.6% |
| 3M | +9.0% | -12.4% | +21.3% | +9.6% |
| 6M | +2.9% | -18.7% | +21.5% | +4.1% |
| YTD | +10.1% | -33.1% | +43.2% | +13.3% |
| 1Y | +22.8% | -41.3% | +64.1% | +27.7% |
| 3Y | +73.8% | +32.3% | +41.5% | +63.5% |
| 5Y | +99.2% | +34.8% | +64.4% | +81.7% |
| 10Y | +218.2% | +284.7% | -66.5% | +136.1% |
| All | +1,176.7% | +4,262.5% | -3,085.7% | +539.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling