+76.3%
CL vs ALK
-37.5%
+113.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +0.9% |
| 7D | +0.5% | +8.9% | -8.4% | -0.2% |
| 30D | +11.6% | +5.9% | +5.6% | +10.9% |
| 3M | +5.6% | -16.5% | +22.1% | +6.9% |
| 6M | +13.2% | +2.1% | +11.0% | +12.3% |
| YTD | +26.9% | -17.1% | +44.0% | +27.5% |
| 1Y | +27.3% | -2.9% | +30.2% | +26.1% |
| 3Y | +39.7% | +24.5% | +15.2% | +32.3% |
| 5Y | +41.3% | -29.1% | +70.4% | +39.7% |
| 10Y | +76.3% | -39.1% | +115.4% | +72.1% |
| All | +76.3% | -37.5% | +113.7% | +72.1% |
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