+1,080.4%
CCI vs ALK
+293.7%
+786.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -0.1% | +9.0% | -9.1% | -2.2% |
| 30D | +28.4% | -1.6% | +30.0% | +28.4% |
| 3M | +20.0% | -23.2% | +43.2% | +26.7% |
| 6M | +0.8% | -3.9% | +4.6% | -0.2% |
| YTD | +3.6% | -22.6% | +26.2% | +6.4% |
| 1Y | +6.1% | -5.3% | +11.4% | +3.6% |
| 3Y | +7.2% | +18.6% | -11.4% | -6.9% |
| 5Y | -37.0% | -34.4% | -2.6% | -38.2% |
| 10Y | +54.2% | -40.8% | +94.9% | +36.2% |
| All | +1,080.4% | +293.7% | +786.8% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling