+9.6%
CARR vs ALK
-28.1%
+37.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | +0.6% | -3.0% | +3.6% | +1.6% |
| 30D | -8.7% | -14.6% | +5.9% | -4.2% |
| 3M | -18.4% | -10.6% | -7.8% | -16.0% |
| 6M | -0.6% | -6.7% | +6.1% | -0.2% |
| YTD | +10.9% | -19.8% | +30.7% | +15.9% |
| 1Y | -7.3% | -35.2% | +27.9% | +3.0% |
| 3Y | +2.9% | +1.4% | +1.5% | -7.9% |
| 5Y | +9.6% | -30.7% | +40.3% | +6.3% |
| All | +9.6% | -28.1% | +37.7% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling