-32.5%
CBRS vs ALK
+7.8%
-40.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.8% | +10.4% |
| 7D | +17.3% | -0.7% | +18.0% | +17.1% |
| 30D | -2.0% | -19.2% | +17.2% | -3.2% |
| 3M | -2.5% | -1.5% | -1.0% | -2.5% |
| All | -32.5% | +7.8% | -40.3% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling