+10.2%
CRM vs ALK
+1.1%
+9.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -5.0% | -3.0% | -2.0% | -4.6% |
| 30D | +23.6% | -14.6% | +38.2% | +26.0% |
| 3M | +39.6% | -10.6% | +50.2% | +40.7% |
| 6M | +23.4% | -6.7% | +30.2% | +22.8% |
| YTD | -7.4% | -19.8% | +12.4% | -5.7% |
| 1Y | -2.3% | -35.2% | +32.9% | +3.6% |
| All | +10.2% | +1.1% | +9.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling