+63.2%
CME vs ALK
+16.0%
+47.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | +0.9% | +9.0% | -8.1% | +1.3% |
| 30D | +13.2% | -1.6% | +14.8% | +13.1% |
| 3M | +16.3% | -23.2% | +39.5% | +14.9% |
| 6M | +7.1% | -3.9% | +11.0% | +7.1% |
| YTD | +15.8% | -22.6% | +38.4% | +15.6% |
| 1Y | +17.1% | -5.3% | +22.4% | +17.4% |
| 3Y | +63.2% | +18.6% | +44.6% | +63.7% |
| All | +63.2% | +16.0% | +47.2% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling