+343.2%
CMI vs ALK
-42.3%
+385.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -1.8% | +2.6% | -4.4% | -2.6% |
| 30D | -12.2% | +7.8% | -20.0% | -14.9% |
| 3M | -26.5% | -15.2% | -11.3% | -23.2% |
| 6M | -33.6% | +5.0% | -38.7% | -36.1% |
| YTD | -8.3% | -18.4% | +10.1% | -5.4% |
| 1Y | -1.3% | -2.4% | +1.1% | -4.1% |
| 3Y | +124.8% | +19.8% | +105.0% | +92.1% |
| 5Y | +119.9% | -27.8% | +147.6% | +117.9% |
| All | +343.2% | -42.3% | +385.5% | +305.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling