+31.5%
CP vs ALK
-7.4%
+38.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.7% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +10.3% | +3.3% | +7.1% | +9.5% |
| 3M | +2.3% | -17.6% | +19.8% | +4.9% |
| 6M | +10.7% | +0.8% | +9.9% | +8.5% |
| YTD | +29.3% | -22.4% | +51.7% | +30.9% |
| 1Y | +31.5% | -10.1% | +41.5% | +27.1% |
| All | +31.5% | -7.4% | +38.8% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling