+43.4%
CL vs ALNY
-2.8%
+46.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.5% | +1.6% |
| 7D | +3.2% | +5.8% | -2.6% | +3.0% |
| 30D | +8.0% | -26.5% | +34.5% | +8.9% |
| 3M | +7.9% | -27.3% | +35.2% | +8.7% |
| 6M | +14.7% | -43.4% | +58.1% | +16.4% |
| YTD | +29.2% | -58.5% | +87.7% | +32.1% |
| 1Y | +29.5% | -63.6% | +93.2% | +33.1% |
| 3Y | +40.7% | 0.0% | +40.6% | +38.6% |
| All | +43.4% | -2.8% | +46.1% | +40.4% |
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