+905.1%
CRS vs ALK
-37.5%
+942.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +7.1% | +2.6% | +5.9% |
| 7D | +4.9% | +8.9% | -4.0% | 0.0% |
| 30D | -20.8% | +5.9% | -26.8% | -24.3% |
| 3M | -46.4% | -16.5% | -29.9% | -42.1% |
| 6M | -28.6% | +2.1% | -30.7% | -32.2% |
| YTD | -2.8% | -17.1% | +14.3% | +1.0% |
| 1Y | -6.7% | -2.9% | -3.9% | -12.1% |
| 3Y | +368.0% | +24.5% | +343.5% | +232.4% |
| 5Y | +852.9% | -29.1% | +882.0% | +838.5% |
| 10Y | +905.1% | -39.1% | +944.2% | +761.5% |
| All | +905.1% | -37.5% | +942.6% | +761.5% |
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