-39.1%
ALK vs CRL
+400.8%
-440.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +5.4% |
| 7D | +8.9% | +4.4% | +4.5% | +6.7% |
| 30D | +5.9% | +17.1% | -11.1% | -1.2% |
| 3M | -16.5% | +32.1% | -48.6% | -26.0% |
| 6M | +2.1% | +98.9% | -96.8% | -23.2% |
| YTD | -17.1% | +77.1% | -94.2% | -35.6% |
| 1Y | -2.9% | +110.3% | -113.1% | -29.3% |
| 3Y | +24.5% | +108.5% | -84.0% | -15.1% |
| 5Y | -29.1% | -7.9% | -21.3% | -35.8% |
| 10Y | -39.1% | +368.9% | -408.1% | -72.4% |
| All | -39.1% | +400.8% | -440.0% | -72.4% |
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