+140.2%
CMS vs ALK
-45.9%
+186.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +1.8% |
| 7D | +1.7% | -1.2% | +2.9% | +1.8% |
| 30D | +6.2% | +7.7% | -1.5% | +5.3% |
| 3M | +0.6% | -19.0% | +19.6% | +2.4% |
| 6M | -1.8% | -0.2% | -1.6% | -2.4% |
| YTD | +3.8% | -23.5% | +27.3% | +5.3% |
| 1Y | -1.8% | -9.1% | +7.3% | -2.4% |
| 3Y | +39.8% | +12.0% | +27.8% | +31.5% |
| 5Y | +37.1% | -30.9% | +68.0% | +34.9% |
| All | +140.2% | -45.9% | +186.1% | +116.3% |
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 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