+5,967.0%
CF vs ALK
+457.2%
+5,509.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.1% |
| 3M | +14.1% | -1.5% | +15.6% | +12.6% |
| 6M | +28.5% | -13.1% | +41.6% | +27.1% |
| YTD | +74.9% | -16.4% | +91.4% | +73.6% |
| 1Y | +61.7% | -33.1% | +94.8% | +68.7% |
| 3Y | +80.3% | +0.6% | +79.7% | +59.5% |
| 5Y | +226.0% | -26.4% | +252.4% | +204.0% |
| 10Y | +569.9% | -34.2% | +604.0% | +494.5% |
| All | +5,967.0% | +457.2% | +5,509.8% | +2,820.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling