+73.0%
CF vs ALK
+2.1%
+70.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.8% | -3.1% |
| 7D | +6.0% | -0.7% | +6.7% | +6.0% |
| 30D | +14.8% | -19.2% | +34.1% | +13.3% |
| 3M | +14.1% | -1.5% | +15.6% | +14.0% |
| 6M | +28.5% | -13.1% | +41.6% | +30.6% |
| YTD | +74.9% | -16.4% | +91.4% | +77.9% |
| 1Y | +61.7% | -33.1% | +94.8% | +67.2% |
| All | +73.0% | +2.1% | +70.9% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling