+121.7%
CMS vs ALK
-41.7%
+163.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -1.3% | +9.0% | -10.4% | -2.2% |
| 30D | +6.3% | -1.6% | +8.0% | +6.4% |
| 3M | -2.1% | -23.2% | +21.1% | +0.2% |
| 6M | -5.1% | -3.9% | -1.2% | -5.3% |
| YTD | +1.3% | -22.6% | +23.8% | +2.5% |
| 1Y | -1.4% | -5.3% | +3.9% | -2.4% |
| 3Y | +36.9% | +18.6% | +18.4% | +28.0% |
| 5Y | +32.5% | -34.4% | +66.9% | +31.4% |
| All | +121.7% | -41.7% | +163.4% | +103.9% |
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