+414.1%
CARR vs ALK
+62.4%
+351.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.1% |
| 7D | -4.1% | -3.1% | -1.0% | -3.2% |
| 30D | -11.0% | -17.1% | +6.2% | -5.7% |
| 3M | -16.4% | -3.8% | -12.6% | -15.9% |
| 6M | -2.4% | -5.3% | +2.9% | -2.4% |
| YTD | +8.4% | -20.3% | +28.7% | +13.5% |
| 1Y | -8.0% | -36.0% | +28.0% | +2.6% |
| 3Y | +0.6% | +0.8% | -0.2% | -8.3% |
| 5Y | +7.7% | -28.5% | +36.2% | +7.1% |
| All | +414.1% | +62.4% | +351.7% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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