+3,231.7%
CLS vs ALK
+242.3%
+2,989.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +4.6% | -0.7% | +5.2% | +4.7% |
| 30D | -13.9% | -19.2% | +5.3% | -7.3% |
| 3M | -26.6% | -1.5% | -25.0% | -26.8% |
| 6M | +15.4% | -13.1% | +28.5% | +18.8% |
| YTD | +5.7% | -16.4% | +22.1% | +9.6% |
| 1Y | +41.1% | -33.1% | +74.2% | +56.7% |
| 3Y | +1,228.6% | +0.6% | +1,228.0% | +1,134.5% |
| 5Y | +3,240.6% | -26.4% | +3,267.0% | +3,309.9% |
| 10Y | +2,760.3% | -34.2% | +2,794.5% | +2,686.6% |
| All | +3,231.7% | +242.3% | +2,989.4% | +912.5% |
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