+260.5%
CP vs ALK
-45.9%
+306.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +9.3% | +7.7% | +1.6% | +7.1% |
| 3M | +0.5% | -19.0% | +19.5% | +4.9% |
| 6M | +10.4% | -0.2% | +10.6% | +8.5% |
| YTD | +28.7% | -23.5% | +52.2% | +33.3% |
| 1Y | +33.2% | -9.1% | +42.3% | +31.9% |
| 3Y | +38.4% | +12.0% | +26.4% | +24.2% |
| 5Y | +26.2% | -30.9% | +57.0% | +25.0% |
| All | +260.5% | -45.9% | +306.4% | +235.1% |
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