+28.3%
CL vs ALNY
+38.0%
-9.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -2.3% | -3.5% | +1.2% | -2.2% |
| 30D | -5.5% | +18.9% | -24.4% | -6.0% |
| 3M | +0.8% | -13.3% | +14.2% | +1.1% |
| 6M | -4.2% | -20.3% | +16.1% | -3.8% |
| YTD | +13.4% | -35.1% | +48.5% | +14.4% |
| 1Y | +7.1% | -46.5% | +53.5% | +8.6% |
| 3Y | +29.0% | +28.1% | +0.9% | +26.6% |
| 5Y | +28.3% | +36.1% | -7.8% | +24.2% |
| All | +28.3% | +38.0% | -9.7% | +24.2% |
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 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