+39.9%
CMS vs ALK
+15.2%
+24.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.3% |
| 7D | +1.7% | +7.1% | -5.4% | +1.4% |
| 30D | +8.6% | -3.0% | +11.6% | +8.6% |
| 3M | -0.5% | -25.6% | +25.2% | +0.3% |
| 6M | -4.2% | +0.5% | -4.7% | -4.3% |
| YTD | +3.4% | -23.1% | +26.5% | +3.9% |
| 1Y | +0.4% | -7.5% | +8.0% | 0.0% |
| All | +39.9% | +15.2% | +24.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling