+2,093.5%
CLS vs ALK
+215.1%
+1,878.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.2% | -9.8% | -11.9% |
| 7D | -27.3% | +7.1% | -34.3% | -29.5% |
| 30D | -47.0% | -3.0% | -44.0% | -46.9% |
| 3M | -43.3% | -25.6% | -17.7% | -37.8% |
| 6M | -50.8% | +0.5% | -51.3% | -52.1% |
| YTD | -30.4% | -23.1% | -7.4% | -26.5% |
| 1Y | -41.7% | -7.5% | -34.1% | -42.3% |
| 3Y | +701.4% | +15.3% | +686.1% | +604.1% |
| 5Y | +1,767.8% | -34.8% | +1,802.6% | +1,869.9% |
| 10Y | +1,636.8% | -41.2% | +1,678.0% | +1,644.9% |
| All | +2,093.5% | +215.1% | +1,878.4% | +579.3% |
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