+142.2%
CI vs ALK
-37.5%
+179.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.6% |
| 7D | +0.1% | +8.9% | -8.8% | -1.6% |
| 30D | +4.7% | +5.9% | -1.3% | +3.2% |
| 3M | +5.2% | -16.5% | +21.8% | +8.3% |
| 6M | +3.8% | +2.1% | +1.7% | +1.8% |
| YTD | +9.2% | -17.1% | +26.3% | +10.4% |
| 1Y | +14.3% | -2.9% | +17.1% | +11.4% |
| 3Y | +8.4% | +24.5% | -16.0% | -6.7% |
| 5Y | +50.0% | -29.1% | +79.2% | +45.3% |
| 10Y | +142.2% | -39.1% | +181.3% | +104.4% |
| All | +142.2% | -37.5% | +179.7% | +104.4% |
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