+51.1%
CF vs ALK
+19.1%
+31.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.8% | -13.1% | -3.6% |
| 7D | -6.9% | +12.4% | -19.3% | -5.8% |
| 30D | -3.7% | +2.1% | -5.8% | -3.4% |
| 3M | -5.0% | -23.9% | +18.9% | -6.5% |
| 6M | -10.5% | +8.2% | -18.7% | -10.1% |
| YTD | +46.5% | -20.5% | +67.0% | +48.8% |
| 1Y | +34.8% | -1.0% | +35.9% | +33.7% |
| All | +51.1% | +19.1% | +31.9% | +37.3% |
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 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