-10.1%
ALK vs CAI
-5.1%
-4.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.7% | -4.4% |
| 7D | +0.9% | -8.0% | +8.9% | +2.4% |
| 30D | +3.3% | -18.9% | +22.1% | +6.2% |
| 3M | -17.6% | +7.6% | -25.2% | -21.5% |
| 6M | +0.8% | +43.0% | -42.1% | -13.2% |
| YTD | -22.4% | -11.2% | -11.2% | -24.4% |
| 1Y | -10.1% | -3.3% | -6.8% | -16.2% |
| All | -10.1% | -5.1% | -4.9% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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