+35.4%
CMS vs ALK
-33.9%
+69.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | +1.7% | +7.1% | -5.4% | +1.3% |
| 30D | +8.6% | -3.0% | +11.6% | +8.7% |
| 3M | -0.5% | -25.6% | +25.2% | +0.9% |
| 6M | -4.2% | +0.5% | -4.7% | -4.5% |
| YTD | +3.4% | -23.1% | +26.5% | +4.2% |
| 1Y | +0.4% | -7.5% | +8.0% | -0.1% |
| 3Y | +38.2% | +15.3% | +22.9% | +30.7% |
| 5Y | +35.4% | -34.8% | +70.2% | +35.2% |
| All | +35.4% | -33.9% | +69.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling