-47.4%
ALK vs CRL
+350.3%
-397.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +7.7% | +11.9% | -4.2% | +2.1% |
| 3M | -19.0% | +20.2% | -39.1% | -25.6% |
| 6M | -0.2% | +107.5% | -107.7% | -26.2% |
| YTD | -23.5% | +69.4% | -92.9% | -39.6% |
| 1Y | -9.1% | +99.7% | -108.9% | -32.6% |
| 3Y | +12.0% | +98.8% | -86.7% | -22.3% |
| 5Y | -30.9% | -12.4% | -18.4% | -36.2% |
| All | -47.4% | +350.3% | -397.6% | -75.8% |
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