+4,850.5%
CL vs ALK
+839.9%
+4,010.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -4.8% | -19.2% | +14.4% | -2.7% |
| 3M | +4.9% | -1.5% | +6.4% | +4.6% |
| 6M | -5.7% | -13.1% | +7.3% | -5.1% |
| YTD | +14.4% | -16.4% | +30.8% | +15.3% |
| 1Y | +8.7% | -33.1% | +41.8% | +12.1% |
| 3Y | +30.0% | +0.6% | +29.4% | +24.9% |
| 5Y | +28.4% | -26.4% | +54.8% | +26.0% |
| 10Y | +50.1% | -34.2% | +84.2% | +41.2% |
| All | +4,850.5% | +839.9% | +4,010.6% | +2,578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling