+1,980.9%
CLS vs ALK
-31.3%
+2,012.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.8% |
| 7D | +16.3% | -1.2% | +17.5% | +16.7% |
| 30D | -25.7% | +7.7% | -33.4% | -28.7% |
| 3M | -30.9% | -19.0% | -11.9% | -25.6% |
| 6M | -35.5% | -0.2% | -35.3% | -37.5% |
| YTD | -18.7% | -23.5% | +4.8% | -13.3% |
| 1Y | -17.9% | -9.1% | -8.8% | -18.8% |
| 3Y | +838.1% | +12.0% | +826.1% | +683.7% |
| All | +1,980.9% | -31.3% | +2,012.2% | +2,059.1% |
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 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