+71.0%
CME vs ALK
-34.8%
+105.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.4% |
| 7D | +0.9% | +9.0% | -8.1% | +0.9% |
| 30D | +13.2% | -1.6% | +14.8% | +13.2% |
| 3M | +16.3% | -23.2% | +39.5% | +16.3% |
| 6M | +7.1% | -3.9% | +11.0% | +6.9% |
| YTD | +15.8% | -22.6% | +38.4% | +16.2% |
| 1Y | +17.1% | -5.3% | +22.4% | +16.6% |
| 3Y | +63.2% | +18.6% | +44.6% | +54.5% |
| All | +71.0% | -34.8% | +105.8% | +77.5% |
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