+77.2%
CL vs ALK
-42.1%
+119.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.2% |
| 7D | +5.9% | +7.1% | -1.1% | +5.3% |
| 30D | +13.8% | -3.0% | +16.7% | +13.9% |
| 3M | +6.4% | -25.6% | +32.1% | +8.7% |
| 6M | +15.6% | +0.5% | +15.1% | +14.9% |
| YTD | +27.9% | -23.1% | +51.0% | +29.3% |
| 1Y | +31.4% | -7.5% | +38.9% | +30.6% |
| 3Y | +41.4% | +15.3% | +26.1% | +34.7% |
| 5Y | +42.8% | -34.8% | +77.6% | +42.2% |
| All | +77.2% | -42.1% | +119.3% | +78.7% |
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