+1,412.7%
CRS vs ALK
-39.2%
+1,451.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -0.5% | -3.0% | +2.4% | +1.1% |
| 30D | -18.1% | -14.6% | -3.5% | -11.1% |
| 3M | -12.4% | -10.6% | -1.9% | -8.6% |
| 6M | +15.9% | -6.7% | +22.6% | +16.6% |
| YTD | +45.8% | -19.8% | +65.6% | +56.7% |
| 1Y | +87.8% | -35.2% | +123.0% | +123.5% |
| 3Y | +648.7% | +1.4% | +647.3% | +512.8% |
| 5Y | +1,416.6% | -30.7% | +1,447.3% | +1,430.0% |
| 10Y | +1,412.7% | -37.4% | +1,450.1% | +1,252.5% |
| All | +1,412.7% | -39.2% | +1,451.9% | +1,252.5% |
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 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