+23.8%
CCI vs ALK
-38.7%
+62.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.5% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | +0.5% | -18.5% | +19.0% | +2.8% |
| 3M | -16.3% | -3.6% | -12.7% | -16.4% |
| 6M | -13.9% | -3.7% | -10.3% | -14.5% |
| YTD | -12.4% | -19.0% | +6.6% | -11.4% |
| 1Y | -15.2% | -36.0% | +20.8% | -11.8% |
| 3Y | -9.9% | +2.3% | -12.2% | -15.1% |
| 5Y | -50.8% | -27.8% | -23.1% | -52.1% |
| All | +23.8% | -38.7% | +62.5% | +9.8% |
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