+7,451.3%
CME vs ALK
+695.1%
+6,756.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.4% |
| 7D | +3.7% | +7.1% | -3.4% | +1.9% |
| 30D | +13.7% | -3.0% | +16.7% | +14.1% |
| 3M | +16.6% | -25.6% | +42.2% | +23.7% |
| 6M | +8.2% | +0.5% | +7.7% | +5.6% |
| YTD | +16.3% | -23.1% | +39.4% | +18.8% |
| 1Y | +19.1% | -7.5% | +26.6% | +15.9% |
| 3Y | +67.4% | +15.3% | +52.0% | +43.4% |
| 5Y | +71.0% | -34.8% | +105.8% | +64.5% |
| 10Y | +338.9% | -41.2% | +380.1% | +286.0% |
| All | +7,451.3% | +695.1% | +6,756.2% | +2,452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling