+82.5%
CRS vs ALK
-35.5%
+118.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -19.6% | -18.5% | -1.2% | -14.4% |
| 3M | -8.1% | -3.6% | -4.5% | -7.9% |
| 6M | +18.6% | -3.7% | +22.3% | +16.1% |
| YTD | +45.9% | -19.0% | +64.9% | +45.5% |
| 1Y | +82.5% | -36.0% | +118.5% | +71.3% |
| All | +82.5% | -35.5% | +118.0% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling