+56.5%
CCI vs ALK
-37.5%
+94.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -1.7% |
| 7D | +0.9% | +8.9% | -8.0% | -0.1% |
| 30D | +10.3% | +5.9% | +4.3% | +9.4% |
| 3M | +17.9% | -16.5% | +34.4% | +20.0% |
| 6M | -0.5% | +2.1% | -2.6% | -1.7% |
| YTD | +2.7% | -17.1% | +19.8% | +3.5% |
| 1Y | +3.1% | -2.9% | +6.0% | +1.7% |
| 3Y | +8.0% | +24.5% | -16.5% | -1.4% |
| 5Y | -37.8% | -29.1% | -8.7% | -39.2% |
| 10Y | +56.5% | -39.1% | +95.6% | +45.0% |
| All | +56.5% | -37.5% | +94.0% | +45.0% |
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