+142.8%
CI vs ALK
-45.9%
+188.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +1.2% | -1.2% | +2.3% | +1.3% |
| 30D | +2.6% | +7.7% | -5.1% | +0.9% |
| 3M | +7.4% | -19.0% | +26.4% | +11.3% |
| 6M | -0.1% | -0.2% | +0.1% | -1.7% |
| YTD | +9.7% | -23.5% | +33.2% | +12.6% |
| 1Y | +12.1% | -9.1% | +21.2% | +10.7% |
| 3Y | +7.0% | +12.0% | -5.0% | -5.9% |
| 5Y | +49.7% | -30.9% | +80.6% | +44.9% |
| All | +142.8% | -45.9% | +188.7% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling