+246.7%
CB vs ALK
-41.4%
+288.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | -1.0% | +2.6% | -3.6% | -1.6% |
| 30D | +7.3% | +7.8% | -0.5% | +5.3% |
| 3M | +7.0% | -15.2% | +22.3% | +10.2% |
| 6M | +16.3% | +5.0% | +11.3% | +12.9% |
| YTD | +19.7% | -18.4% | +38.2% | +21.2% |
| 1Y | +27.8% | -2.4% | +30.2% | +23.4% |
| 3Y | +72.0% | +19.8% | +52.3% | +45.6% |
| 5Y | +104.9% | -27.8% | +132.6% | +95.8% |
| 10Y | +246.7% | -42.0% | +288.7% | +198.9% |
| All | +246.7% | -41.4% | +288.1% | +198.9% |
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