-42.0%
ALK vs CRL
+358.0%
-400.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +2.6% | +5.0% | -2.5% | +0.7% |
| 30D | +7.8% | +13.5% | -5.7% | +1.6% |
| 3M | -15.2% | +21.5% | -36.7% | -22.4% |
| 6M | +5.0% | +103.4% | -98.4% | -21.7% |
| YTD | -18.4% | +71.8% | -90.2% | -36.0% |
| 1Y | -2.4% | +97.5% | -99.9% | -27.3% |
| 3Y | +19.8% | +99.2% | -79.5% | -17.0% |
| 5Y | -27.8% | -12.1% | -15.6% | -33.4% |
| 10Y | -42.0% | +359.2% | -401.1% | -73.6% |
| All | -42.0% | +358.0% | -400.0% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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