+1,929.4%
CLS vs ALK
-41.4%
+1,970.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.7% | +9.0% |
| 7D | +2.8% | +2.6% | +0.2% | +1.9% |
| 30D | -30.1% | +7.8% | -37.9% | -33.0% |
| 3M | -21.7% | -15.2% | -6.5% | -17.2% |
| 6M | -36.2% | +5.0% | -41.3% | -39.5% |
| YTD | -17.8% | -18.4% | +0.6% | -14.5% |
| 1Y | -26.8% | -2.4% | -24.4% | -29.5% |
| 3Y | +853.4% | +19.8% | +833.6% | +684.6% |
| 5Y | +2,005.0% | -27.8% | +2,032.8% | +2,019.3% |
| 10Y | +1,929.4% | -42.0% | +1,971.4% | +1,786.9% |
| All | +1,929.4% | -41.4% | +1,970.8% | +1,786.9% |
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