+332.3%
CRS vs ALK
+13.2%
+319.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.2% |
| 7D | +4.8% | -1.2% | +5.9% | +5.2% |
| 30D | -23.2% | +7.7% | -30.9% | -25.3% |
| 3M | -45.5% | -19.0% | -26.5% | -42.1% |
| 6M | -33.1% | -0.2% | -32.9% | -34.3% |
| YTD | -7.2% | -23.5% | +16.3% | -2.5% |
| 1Y | -10.0% | -9.1% | -0.9% | -10.6% |
| 3Y | +332.3% | +12.0% | +320.3% | +322.2% |
| All | +332.3% | +13.2% | +319.1% | +322.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling