+3,154.0%
CLS vs ALNY
+260.0%
+2,894.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.1% | +6.5% |
| 7D | +10.9% | -6.5% | +17.5% | +11.6% |
| 30D | +2.1% | +11.0% | -9.0% | +0.9% |
| 3M | -10.2% | -14.1% | +3.9% | -9.7% |
| 6M | +30.4% | -22.4% | +52.8% | +32.1% |
| YTD | +17.2% | -37.5% | +54.7% | +21.2% |
| 1Y | +41.0% | -46.9% | +88.0% | +47.9% |
| 3Y | +1,338.0% | +22.1% | +1,315.9% | +1,275.5% |
| 5Y | +3,860.6% | +31.2% | +3,829.4% | +3,595.8% |
| All | +3,154.0% | +260.0% | +2,894.0% | +2,717.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling