+248.2%
CB vs ALK
-41.7%
+289.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.2% | +9.0% | -8.8% | -1.7% |
| 30D | +9.1% | -1.6% | +10.7% | +9.1% |
| 3M | +3.4% | -23.2% | +26.6% | +8.8% |
| 6M | +14.1% | -3.9% | +18.0% | +12.9% |
| YTD | +18.0% | -22.6% | +40.6% | +20.9% |
| 1Y | +30.1% | -5.3% | +35.5% | +26.4% |
| 3Y | +71.8% | +18.6% | +53.2% | +45.2% |
| 5Y | +101.8% | -34.4% | +136.2% | +97.9% |
| All | +248.2% | -41.7% | +289.9% | +208.1% |
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