+18.6%
ALK vs CRL
+86.4%
-67.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.8% | -7.2% | -1.7% |
| 7D | +9.0% | -6.1% | +15.1% | +10.5% |
| 30D | -1.6% | +12.4% | -14.0% | -6.5% |
| 3M | -23.2% | +27.1% | -50.3% | -30.4% |
| 6M | -3.9% | +85.7% | -89.6% | -24.4% |
| YTD | -22.6% | +69.2% | -91.8% | -37.9% |
| 1Y | -5.3% | +97.5% | -102.8% | -28.0% |
| 3Y | +18.6% | +86.1% | -67.5% | -19.3% |
| All | +18.6% | +86.4% | -67.8% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling