+1,656.1%
CLS vs ALNY
+4,163.9%
-2,507.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.9% |
| 7D | +12.8% | +5.7% | +7.1% | +11.8% |
| 30D | +3.8% | +18.7% | -14.8% | +1.2% |
| 3M | -14.6% | -11.0% | -3.7% | -14.4% |
| 6M | +32.2% | -18.9% | +51.1% | +34.0% |
| YTD | +11.6% | -34.6% | +46.2% | +16.3% |
| 1Y | +35.1% | -42.8% | +77.9% | +43.1% |
| 3Y | +1,312.5% | +29.1% | +1,283.4% | +1,205.9% |
| 5Y | +3,542.1% | +39.6% | +3,502.4% | +3,128.4% |
| 10Y | +2,944.0% | +253.8% | +2,690.2% | +1,996.5% |
| All | +1,656.1% | +4,163.9% | -2,507.8% | +631.8% |
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