-9.1%
ALK vs CRL
+99.6%
-108.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.3% |
| 3M | -19.0% | +20.2% | -39.1% | -25.3% |
| 6M | -0.2% | +107.5% | -107.7% | -27.6% |
| YTD | -23.5% | +69.4% | -92.9% | -42.7% |
| 1Y | -9.1% | +99.7% | -108.9% | -41.9% |
| All | -9.1% | +99.6% | -108.7% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling