+7,737.1%
CP vs ALK
+765.2%
+6,971.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 6M | +12.8% | +0.5% | +12.3% | +11.0% |
| YTD | +28.2% | -23.1% | +51.2% | +32.3% |
| 1Y | +34.1% | -7.5% | +41.7% | +32.8% |
| 3Y | +28.9% | +15.3% | +13.6% | +17.5% |
| 5Y | +27.1% | -34.8% | +61.9% | +28.4% |
| 10Y | +264.8% | -41.2% | +306.0% | +247.0% |
| All | +7,737.1% | +765.2% | +6,971.9% | +3,376.6% |
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