+511.3%
CBOE vs ALK
-39.7%
+551.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.4% |
| 7D | +6.0% | +12.9% | -7.0% | +4.8% |
| 30D | +19.9% | +5.5% | +14.4% | +19.2% |
| 3M | +28.4% | -12.1% | +40.5% | +29.5% |
| 6M | +5.2% | +1.7% | +3.5% | +4.0% |
| YTD | +46.4% | -17.4% | +63.8% | +47.1% |
| 1Y | +41.8% | -1.9% | +43.7% | +39.5% |
| 3Y | +114.4% | +21.2% | +93.2% | +95.6% |
| 5Y | +202.9% | -27.8% | +230.7% | +195.6% |
| 10Y | +511.3% | -41.0% | +552.3% | +435.8% |
| All | +511.3% | -39.7% | +551.0% | +435.8% |
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