+5,294.5%
CF vs ALK
+412.9%
+4,881.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.2% | +9.4% | +6.9% |
| 7D | +0.4% | +7.1% | -6.6% | -1.5% |
| 30D | +2.2% | -3.0% | +5.2% | +2.3% |
| 3M | +2.1% | -25.6% | +27.8% | +7.9% |
| 6M | -6.5% | +0.5% | -7.0% | -9.7% |
| YTD | +55.6% | -23.1% | +78.6% | +56.0% |
| 1Y | +42.3% | -7.5% | +49.8% | +35.6% |
| 3Y | +55.7% | +15.3% | +40.4% | +31.4% |
| 5Y | +122.4% | -34.8% | +157.2% | +112.0% |
| 10Y | +568.5% | -41.2% | +609.7% | +504.0% |
| All | +5,294.5% | +412.9% | +4,881.6% | +2,524.9% |
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