+517.5%
ALK vs CRL
+1,505.2%
-987.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -1.9% |
| 7D | +7.1% | -16.8% | +23.8% | +12.9% |
| 30D | -3.0% | +2.6% | -5.6% | -4.8% |
| 3M | -25.6% | +20.1% | -45.7% | -31.1% |
| 6M | +0.5% | +68.8% | -68.4% | -17.4% |
| YTD | -23.1% | +56.9% | -80.0% | -35.8% |
| 1Y | -7.5% | +86.7% | -94.2% | -27.1% |
| 3Y | +15.3% | +72.1% | -56.8% | -11.3% |
| 5Y | -34.8% | -16.6% | -18.2% | -38.8% |
| 10Y | -41.2% | +359.0% | -400.2% | -69.0% |
| All | +517.5% | +1,505.2% | -987.7% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling