+328.9%
CME vs ALK
-41.7%
+370.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.5% |
| 7D | +0.9% | +9.0% | -8.1% | -0.2% |
| 30D | +13.2% | -1.6% | +14.8% | +13.2% |
| 3M | +16.3% | -23.2% | +39.5% | +19.7% |
| 6M | +7.1% | -3.9% | +11.0% | +6.3% |
| YTD | +15.8% | -22.6% | +38.4% | +17.4% |
| 1Y | +17.1% | -5.3% | +22.4% | +14.9% |
| 3Y | +63.2% | +18.6% | +44.6% | +45.2% |
| 5Y | +70.2% | -34.4% | +104.6% | +67.4% |
| All | +328.9% | -41.7% | +370.6% | +281.1% |
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