+42.8%
CL vs ALK
-33.9%
+76.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +0.1% |
| 7D | +5.9% | +7.1% | -1.1% | +5.5% |
| 30D | +13.8% | -3.0% | +16.7% | +13.8% |
| 3M | +6.4% | -25.6% | +32.1% | +7.8% |
| 6M | +15.6% | +0.5% | +15.1% | +15.1% |
| YTD | +27.9% | -23.1% | +51.0% | +28.4% |
| 1Y | +31.4% | -7.5% | +38.9% | +30.7% |
| 3Y | +41.4% | +15.3% | +26.1% | +36.3% |
| 5Y | +42.8% | -34.8% | +77.6% | +44.0% |
| All | +42.8% | -33.9% | +76.7% | +44.0% |
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 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