+158.7%
CI vs ALK
-41.7%
+200.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -1.6% | +9.0% | -10.6% | -3.3% |
| 30D | +5.4% | -1.6% | +7.1% | +5.5% |
| 3M | +7.3% | -23.2% | +30.4% | +12.2% |
| 6M | +5.3% | -3.9% | +9.2% | +4.5% |
| YTD | +8.5% | -22.6% | +31.1% | +11.1% |
| 1Y | +17.1% | -5.3% | +22.4% | +14.7% |
| 3Y | +1.4% | +18.6% | -17.2% | -12.1% |
| 5Y | +50.5% | -34.4% | +84.9% | +48.0% |
| All | +158.7% | -41.7% | +200.5% | +122.0% |
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