+1,628.1%
CLS vs ALK
-41.7%
+1,669.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -22.2% | +9.0% | -31.2% | -25.6% |
| 30D | -44.4% | -1.6% | -42.7% | -44.6% |
| 3M | -34.3% | -23.2% | -11.1% | -27.6% |
| 6M | -50.1% | -3.9% | -46.2% | -50.9% |
| YTD | -30.1% | -22.6% | -7.5% | -25.7% |
| 1Y | -39.3% | -5.3% | -34.0% | -41.0% |
| 3Y | +732.7% | +18.6% | +714.1% | +587.0% |
| 5Y | +1,777.2% | -34.4% | +1,811.6% | +1,867.8% |
| All | +1,628.1% | -41.7% | +1,669.8% | +1,579.1% |
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