+19,478.9%
CMI vs ALK
+839.9%
+18,639.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.2% | +2.3% |
| 7D | -0.7% | -0.7% | -0.1% | -0.5% |
| 30D | -13.4% | -19.2% | +5.8% | -8.1% |
| 3M | -17.0% | -1.5% | -15.5% | -17.3% |
| 6M | -1.6% | -13.1% | +11.4% | +0.6% |
| YTD | +11.0% | -16.4% | +27.4% | +14.3% |
| 1Y | +41.9% | -33.1% | +75.0% | +54.8% |
| 3Y | +151.8% | +0.6% | +151.2% | +134.1% |
| 5Y | +163.6% | -26.4% | +190.0% | +162.9% |
| 10Y | +472.9% | -34.2% | +507.1% | +435.1% |
| All | +19,478.9% | +839.9% | +18,639.0% | +6,844.3% |
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