+6,101.6%
CRH vs ALK
+802.3%
+5,299.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -3.6% | -3.0% | -0.6% | -2.9% |
| 30D | -10.8% | -14.6% | +3.8% | -7.6% |
| 3M | -13.5% | -10.6% | -2.9% | -11.5% |
| 6M | -15.4% | -6.7% | -8.7% | -14.7% |
| YTD | -27.6% | -19.8% | -7.8% | -24.8% |
| 1Y | -18.4% | -35.2% | +16.8% | -11.6% |
| 3Y | +72.5% | +1.4% | +71.1% | +64.2% |
| 5Y | +99.2% | -30.7% | +129.8% | +103.8% |
| 10Y | +257.0% | -37.4% | +294.4% | +250.0% |
| All | +6,101.6% | +802.3% | +5,299.3% | +3,690.3% |
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