+27.1%
CP vs ALK
-33.9%
+61.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | 0.0% |
| 7D | +6.1% | +7.1% | -1.0% | +4.5% |
| 30D | +9.8% | -3.0% | +12.7% | +10.2% |
| 3M | +2.7% | -25.6% | +28.4% | +9.0% |
| 6M | +12.8% | +0.5% | +12.3% | +10.7% |
| YTD | +28.2% | -23.1% | +51.2% | +32.3% |
| 1Y | +34.1% | -7.5% | +41.7% | +32.3% |
| 3Y | +28.9% | +15.3% | +13.6% | +13.7% |
| 5Y | +27.1% | -34.8% | +61.9% | +32.8% |
| All | +27.1% | -33.9% | +61.0% | +32.8% |
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 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