+7,539.9%
CP vs ALK
+839.9%
+6,700.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.5% |
| 30D | +0.2% | -19.2% | +19.4% | +4.7% |
| 3M | +2.6% | -1.5% | +4.1% | +2.0% |
| 6M | +6.0% | -13.1% | +19.0% | +7.4% |
| YTD | +24.9% | -16.4% | +41.4% | +27.2% |
| 1Y | +20.1% | -33.1% | +53.2% | +27.6% |
| 3Y | +16.4% | +0.6% | +15.8% | +9.6% |
| 5Y | +31.7% | -26.4% | +58.1% | +29.9% |
| 10Y | +223.9% | -34.2% | +258.0% | +201.6% |
| All | +7,539.9% | +839.9% | +6,700.1% | +3,241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling