+416.9%
CL vs ALNY
+4,262.5%
-3,845.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -2.2% | +12.2% | -14.4% | -2.8% |
| 30D | -4.8% | +16.3% | -21.2% | -5.7% |
| 3M | +4.9% | -12.4% | +17.3% | +5.3% |
| 6M | -5.7% | -18.7% | +13.0% | -5.1% |
| YTD | +14.4% | -33.1% | +47.5% | +16.2% |
| 1Y | +8.7% | -41.3% | +50.1% | +11.2% |
| 3Y | +30.0% | +32.3% | -2.3% | +25.7% |
| 5Y | +28.4% | +34.8% | -6.4% | +22.2% |
| 10Y | +50.1% | +284.7% | -234.6% | +28.7% |
| All | +416.9% | +4,262.5% | -3,845.6% | +270.4% |
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 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