+5.0%
CARR vs ALK
+1.7%
+3.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -7.7% | -18.5% | +10.8% | -2.5% |
| 3M | -11.9% | -3.6% | -8.4% | -11.4% |
| 6M | +2.0% | -3.7% | +5.7% | +1.6% |
| YTD | +13.2% | -19.0% | +32.2% | +17.1% |
| 1Y | -8.5% | -36.0% | +27.5% | +0.3% |
| 3Y | +5.0% | +2.3% | +2.6% | -3.8% |
| All | +5.0% | +1.7% | +3.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling