+167.0%
CMI vs ALK
-28.1%
+195.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.7% | -3.0% | +3.7% | +1.6% |
| 30D | -12.3% | -14.6% | +2.3% | -8.1% |
| 3M | -16.8% | -10.6% | -6.2% | -14.6% |
| 6M | +1.5% | -6.7% | +8.2% | +1.6% |
| YTD | +9.8% | -19.8% | +29.6% | +14.5% |
| 1Y | +42.6% | -35.2% | +77.8% | +58.2% |
| 3Y | +151.0% | +1.4% | +149.6% | +128.0% |
| 5Y | +167.0% | -30.7% | +197.7% | +166.4% |
| All | +167.0% | -28.1% | +195.1% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling