+305.8%
CME vs ALK
-41.4%
+347.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | +13.9% | +7.8% | +6.1% | +12.7% |
| 3M | +22.4% | -15.2% | +37.6% | +24.4% |
| 6M | +12.9% | +5.0% | +7.8% | +10.7% |
| YTD | +19.6% | -18.4% | +38.0% | +20.5% |
| 1Y | +17.7% | -2.4% | +20.1% | +15.1% |
| 3Y | +65.3% | +19.8% | +45.6% | +47.6% |
| 5Y | +75.1% | -27.8% | +102.9% | +69.5% |
| 10Y | +305.8% | -42.0% | +347.7% | +263.4% |
| All | +305.8% | -41.4% | +347.2% | +263.4% |
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