+105.5%
CB vs ALK
-33.9%
+139.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.4% |
| 7D | +2.6% | +7.1% | -4.5% | +1.9% |
| 30D | +11.2% | -3.0% | +14.2% | +11.4% |
| 3M | +5.7% | -25.6% | +31.4% | +8.5% |
| 6M | +15.9% | +0.5% | +15.4% | +14.6% |
| YTD | +20.2% | -23.1% | +43.2% | +21.8% |
| 1Y | +32.4% | -7.5% | +39.9% | +30.8% |
| 3Y | +75.5% | +15.3% | +60.2% | +56.7% |
| 5Y | +105.5% | -34.8% | +140.3% | +114.2% |
| All | +105.5% | -33.9% | +139.4% | +114.2% |
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