+7,312.5%
CB vs ALK
+931.4%
+6,381.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.8% | -6.7% | +0.1% |
| 7D | +5.3% | +12.4% | -7.2% | +2.4% |
| 30D | +13.2% | +2.1% | +11.1% | +12.4% |
| 3M | +7.8% | -23.9% | +31.6% | +13.9% |
| 6M | +15.8% | +8.2% | +7.6% | +11.5% |
| YTD | +21.0% | -20.5% | +41.5% | +23.2% |
| 1Y | +32.2% | -1.0% | +33.2% | +27.4% |
| 3Y | +76.7% | +19.2% | +57.5% | +53.9% |
| 5Y | +110.4% | -28.2% | +138.6% | +102.3% |
| 10Y | +261.0% | -39.2% | +300.1% | +232.7% |
| All | +7,312.5% | +931.4% | +6,381.0% | +2,966.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling