+6,646.7%
CB vs ALK
+984.0%
+5,662.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.3% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | -3.1% | -19.2% | +16.1% | +1.5% |
| 3M | +9.0% | -1.5% | +10.5% | +8.1% |
| 6M | +2.9% | -13.1% | +15.9% | +3.7% |
| YTD | +10.1% | -16.4% | +26.5% | +11.3% |
| 1Y | +22.8% | -33.1% | +55.9% | +29.8% |
| 3Y | +73.8% | +0.6% | +73.2% | +58.2% |
| 5Y | +99.2% | -26.4% | +125.6% | +90.7% |
| 10Y | +218.2% | -34.2% | +252.4% | +188.7% |
| All | +6,646.7% | +984.0% | +5,662.6% | +2,670.3% |
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