-0.8%
CRM vs ALK
-27.4%
+26.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.0% |
| 3M | +48.8% | -11.8% | +60.6% | +51.8% |
| 6M | +28.3% | -0.4% | +28.6% | +24.6% |
| YTD | -6.0% | -18.2% | +12.2% | -4.3% |
| 1Y | +1.4% | -35.5% | +37.0% | +10.5% |
| 3Y | +11.8% | +1.8% | +10.0% | -2.0% |
| All | -0.8% | -27.4% | +26.6% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling