-71.2%
CBRS vs ALK
-0.2%
-71.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.1% | +9.7% |
| 7D | -17.9% | +9.0% | -26.9% | -18.1% |
| 30D | -48.8% | -1.6% | -47.1% | -48.3% |
| 3M | -57.6% | -23.2% | -34.4% | -57.6% |
| All | -71.2% | -0.2% | -71.0% | -70.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling