+577.4%
CF vs ALK
-34.2%
+611.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.8% | -3.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | +14.8% | -19.2% | +34.1% | +20.0% |
| 3M | +14.1% | -1.5% | +15.6% | +12.4% |
| 6M | +28.5% | -13.1% | +41.6% | +27.4% |
| YTD | +74.9% | -16.4% | +91.4% | +74.0% |
| 1Y | +61.7% | -33.1% | +94.8% | +70.6% |
| 3Y | +80.3% | +0.6% | +79.7% | +54.3% |
| 5Y | +226.0% | -26.4% | +252.4% | +198.5% |
| All | +577.4% | -34.2% | +611.6% | +407.2% |
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 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