+17.1%
CME vs ALK
-6.6%
+23.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | +0.9% | +9.0% | -8.1% | +1.6% |
| 30D | +13.2% | -1.6% | +14.8% | +13.0% |
| 3M | +16.3% | -23.2% | +39.5% | +13.7% |
| 6M | +7.1% | -3.9% | +11.0% | +6.9% |
| YTD | +15.8% | -22.6% | +38.4% | +17.1% |
| 1Y | +17.1% | -5.3% | +22.4% | +17.1% |
| All | +17.1% | -6.6% | +23.7% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling