+238.9%
CRM vs ALK
-35.7%
+274.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.4% |
| 7D | -4.4% | -2.1% | -2.3% | -4.0% |
| 30D | +28.1% | -13.1% | +41.2% | +31.6% |
| 3M | +48.8% | -11.8% | +60.6% | +51.6% |
| 6M | +28.3% | -0.4% | +28.6% | +25.2% |
| YTD | -6.0% | -18.2% | +12.2% | -4.7% |
| 1Y | +1.4% | -35.5% | +37.0% | +8.3% |
| 3Y | +11.8% | +1.8% | +10.0% | +3.0% |
| 5Y | -2.0% | -26.6% | +24.6% | -4.1% |
| All | +238.9% | -35.7% | +274.6% | +205.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling