-36.9%
CCI vs ALK
-34.8%
-2.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -0.1% | +9.0% | -9.1% | -1.0% |
| 30D | +28.4% | -1.6% | +30.0% | +28.4% |
| 3M | +20.0% | -23.2% | +43.2% | +22.8% |
| 6M | +0.8% | -3.9% | +4.6% | +0.3% |
| YTD | +3.6% | -22.6% | +26.2% | +5.1% |
| 1Y | +6.1% | -5.3% | +11.4% | +4.9% |
| 3Y | +7.2% | +18.6% | -11.4% | -5.9% |
| All | -36.9% | -34.8% | -2.2% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling