+1,763.7%
CLS vs ALK
-34.8%
+1,798.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -22.2% | +9.0% | -31.2% | -25.4% |
| 30D | -44.4% | -1.6% | -42.7% | -44.5% |
| 3M | -34.3% | -23.2% | -11.1% | -27.7% |
| 6M | -50.1% | -3.9% | -46.2% | -50.8% |
| 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% | +577.4% |
| All | +1,763.7% | -34.8% | +1,798.4% | +1,897.9% |
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 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