-3.6%
CMI vs ALK
-7.4%
+3.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -0.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | -14.0% | +3.3% | -17.2% | -14.9% |
| 3M | -28.3% | -17.6% | -10.8% | -24.5% |
| 6M | -34.9% | +0.8% | -35.7% | -36.4% |
| YTD | -9.9% | -22.4% | +12.5% | -5.9% |
| 1Y | -3.6% | -10.1% | +6.4% | -4.4% |
| All | -3.6% | -7.4% | +3.7% | -4.4% |
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