+39.9%
CL vs ALK
-34.8%
+74.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | +1.3% | +9.0% | -7.7% | +0.9% |
| 30D | +11.4% | -1.6% | +13.0% | +11.3% |
| 3M | +4.4% | -23.2% | +27.6% | +5.6% |
| 6M | +10.8% | -3.9% | +14.7% | +10.6% |
| YTD | +25.1% | -22.6% | +47.7% | +25.6% |
| 1Y | +28.0% | -5.3% | +33.3% | +27.2% |
| 3Y | +37.6% | +18.6% | +19.0% | +32.5% |
| All | +39.9% | -34.8% | +74.6% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling