+101.0%
CB vs ALK
-25.3%
+126.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.5% |
| 30D | -3.1% | -19.2% | +16.1% | -1.2% |
| 3M | +9.0% | -1.5% | +10.5% | +8.5% |
| 6M | +2.9% | -13.1% | +15.9% | +3.5% |
| YTD | +10.1% | -16.4% | +26.5% | +10.9% |
| 1Y | +22.8% | -33.1% | +55.9% | +27.0% |
| 3Y | +73.8% | +0.6% | +73.2% | +63.1% |
| All | +101.0% | -25.3% | +126.3% | +93.1% |
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 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