+63.9%
CME vs ALK
+15.2%
+48.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.5% |
| 7D | +3.7% | +7.1% | -3.4% | +4.0% |
| 30D | +13.7% | -3.0% | +16.7% | +13.6% |
| 3M | +16.6% | -25.6% | +42.2% | +15.1% |
| 6M | +8.2% | +0.5% | +7.7% | +8.2% |
| YTD | +16.3% | -23.1% | +39.4% | +16.1% |
| 1Y | +19.1% | -7.5% | +26.6% | +19.3% |
| All | +63.9% | +15.2% | +48.6% | +64.4% |
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 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