+6,032.9%
CRM vs ALK
+729.3%
+5,303.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | +1.3% | -0.7% | +1.9% | +1.4% |
| 30D | +34.3% | -19.2% | +53.6% | +41.9% |
| 3M | +37.7% | -1.5% | +39.2% | +36.1% |
| 6M | +34.9% | -13.1% | +48.0% | +35.4% |
| YTD | -1.6% | -16.4% | +14.8% | -0.8% |
| 1Y | +7.1% | -33.1% | +40.2% | +14.6% |
| 3Y | +19.0% | +0.6% | +18.4% | +7.3% |
| 5Y | -1.3% | -26.4% | +25.1% | -4.0% |
| 10Y | +251.2% | -34.2% | +285.3% | +208.5% |
| All | +6,032.9% | +729.3% | +5,303.6% | +1,722.5% |
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