+1,249.5%
CLS vs ALNY
+22.8%
+1,226.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.2% |
| 7D | +5.0% | -6.4% | +11.4% | +5.5% |
| 30D | +4.8% | +11.9% | -7.1% | +3.5% |
| 3M | -10.4% | -15.0% | +4.6% | -9.9% |
| 6M | +20.8% | -23.2% | +44.0% | +23.0% |
| YTD | +10.0% | -37.8% | +47.8% | +15.0% |
| 1Y | +28.5% | -47.3% | +75.8% | +37.1% |
| All | +1,249.5% | +22.8% | +1,226.7% | +1,215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling