+284.1%
CME vs ALK
-34.2%
+318.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +6.2% | -19.2% | +25.5% | +8.9% |
| 3M | +10.4% | -1.5% | +11.9% | +9.8% |
| 6M | -9.5% | -13.1% | +3.5% | -9.1% |
| YTD | +6.0% | -16.4% | +22.4% | +6.8% |
| 1Y | +9.3% | -33.1% | +42.3% | +13.3% |
| 3Y | +57.7% | +0.6% | +57.0% | +46.3% |
| 5Y | +77.7% | -26.4% | +104.1% | +71.6% |
| All | +284.1% | -34.2% | +318.3% | +230.4% |
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