+42.3%
CF vs ALK
-4.4%
+46.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +5.0% |
| 7D | +0.4% | +7.1% | -6.6% | +3.3% |
| 30D | +2.2% | -3.0% | +5.2% | +1.5% |
| 3M | +2.1% | -25.6% | +27.8% | -7.2% |
| 6M | -6.5% | +0.5% | -7.0% | -3.4% |
| YTD | +55.6% | -23.1% | +78.6% | +59.7% |
| 1Y | +42.3% | -7.5% | +49.8% | +36.3% |
| All | +42.3% | -4.4% | +46.7% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling