+7,418.1%
CME vs ALK
+700.0%
+6,718.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | +0.9% | +9.0% | -8.1% | -1.2% |
| 30D | +13.2% | -1.6% | +14.8% | +13.2% |
| 3M | +16.3% | -23.2% | +39.5% | +22.5% |
| 6M | +7.1% | -3.9% | +11.0% | +5.7% |
| YTD | +15.8% | -22.6% | +38.4% | +18.1% |
| 1Y | +17.1% | -5.3% | +22.4% | +13.3% |
| 3Y | +63.2% | +18.6% | +44.6% | +38.8% |
| 5Y | +70.2% | -34.4% | +104.6% | +63.6% |
| 10Y | +337.0% | -40.8% | +377.8% | +283.7% |
| All | +7,418.1% | +700.0% | +6,718.1% | +2,437.6% |
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