+31.4%
CORZ vs ALNY
-40.8%
+72.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | +0.1% |
| 7D | +8.4% | +12.2% | -3.9% | +11.1% |
| 30D | -17.8% | +16.3% | -34.2% | -15.0% |
| 3M | -35.9% | -12.4% | -23.5% | -36.3% |
| 6M | +12.9% | -18.7% | +31.6% | +12.7% |
| YTD | +22.9% | -33.1% | +56.0% | +22.9% |
| 1Y | +31.4% | -41.3% | +72.7% | +30.9% |
| All | +31.4% | -40.8% | +72.1% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling