+136.0%
CMS vs ALK
-41.4%
+177.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -1.1% | +2.6% | -3.7% | -1.4% |
| 30D | +6.6% | +7.8% | -1.2% | +5.7% |
| 3M | +0.8% | -15.2% | +16.0% | +2.2% |
| 6M | -3.3% | +5.0% | -8.4% | -4.4% |
| YTD | +2.7% | -18.4% | +21.2% | +3.5% |
| 1Y | -4.0% | -2.4% | -1.6% | -5.3% |
| 3Y | +37.6% | +19.8% | +17.8% | +28.6% |
| 5Y | +35.4% | -27.8% | +63.2% | +32.8% |
| 10Y | +136.0% | -42.0% | +178.0% | +112.8% |
| All | +136.0% | -41.4% | +177.4% | +112.8% |
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