+73.1%
CME vs ALK
-31.3%
+104.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +0.8% |
| 7D | +3.9% | -1.2% | +5.1% | +3.9% |
| 30D | +11.3% | +7.7% | +3.6% | +11.3% |
| 3M | +19.6% | -19.0% | +38.5% | +19.6% |
| 6M | +8.1% | -0.2% | +8.3% | +7.7% |
| YTD | +20.4% | -23.5% | +43.9% | +20.8% |
| 1Y | +16.5% | -9.1% | +25.6% | +16.2% |
| 3Y | +66.4% | +12.0% | +54.4% | +58.4% |
| All | +73.1% | -31.3% | +104.4% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling