+42.6%
CMI vs ALK
-36.6%
+79.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.7% | -3.0% | +3.7% | +1.5% |
| 30D | -12.3% | -14.6% | +2.3% | -8.7% |
| 3M | -16.8% | -10.6% | -6.2% | -14.9% |
| 6M | +1.5% | -6.7% | +8.2% | +0.7% |
| YTD | +9.8% | -19.8% | +29.6% | +13.2% |
| 1Y | +42.6% | -35.2% | +77.8% | +44.7% |
| All | +42.6% | -36.6% | +79.2% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling