+568.0%
CF vs ALK
-41.7%
+609.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -3.2% | +9.0% | -12.2% | -5.2% |
| 30D | +4.3% | -1.6% | +6.0% | +4.2% |
| 3M | +2.8% | -23.2% | +26.0% | +7.8% |
| 6M | +0.6% | -3.9% | +4.5% | -1.8% |
| YTD | +56.6% | -22.6% | +79.2% | +57.3% |
| 1Y | +49.6% | -5.3% | +54.9% | +40.6% |
| 3Y | +61.5% | +18.6% | +42.9% | +28.1% |
| 5Y | +124.0% | -34.4% | +158.4% | +110.8% |
| All | +568.0% | -41.7% | +609.7% | +526.1% |
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