-41.0%
ALK vs CRL
+353.6%
-394.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.4% |
| 7D | +12.9% | -1.7% | +14.7% | +13.2% |
| 30D | +5.5% | +14.6% | -9.0% | -0.9% |
| 3M | -12.1% | +24.8% | -36.9% | -20.4% |
| 6M | +1.7% | +94.7% | -93.0% | -22.9% |
| YTD | -17.4% | +73.4% | -90.8% | -35.4% |
| 1Y | -1.9% | +104.7% | -106.6% | -27.9% |
| 3Y | +21.2% | +101.1% | -79.8% | -16.2% |
| 5Y | -27.8% | -10.8% | -17.0% | -33.8% |
| 10Y | -41.0% | +358.8% | -399.8% | -73.1% |
| All | -41.0% | +353.6% | -394.7% | -73.1% |
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