-26.4%
ALK vs CRL
-35.5%
+9.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.1% |
| 7D | -0.7% | -1.0% | +0.4% | -0.3% |
| 30D | -19.2% | +10.7% | -29.9% | -22.1% |
| 3M | -1.5% | +55.3% | -56.8% | -15.5% |
| 6M | -13.1% | +60.7% | -73.7% | -26.7% |
| YTD | -16.4% | +44.6% | -61.0% | -27.6% |
| 1Y | -33.1% | +77.7% | -110.8% | -46.1% |
| 3Y | +0.6% | +37.6% | -37.0% | -17.1% |
| All | -26.4% | -35.5% | +9.1% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling