+24.4%
CP vs ALK
-34.8%
+59.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +2.8% | +9.0% | -6.3% | +0.8% |
| 30D | +10.2% | -1.6% | +11.9% | +10.3% |
| 3M | +2.4% | -23.2% | +25.5% | +7.8% |
| 6M | +7.7% | -3.9% | +11.5% | +6.8% |
| YTD | +26.0% | -22.6% | +48.6% | +29.9% |
| 1Y | +34.6% | -5.3% | +40.0% | +32.0% |
| 3Y | +26.7% | +18.6% | +8.1% | +11.0% |
| All | +24.4% | -34.8% | +59.1% | +29.4% |
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