+319.6%
CRS vs ALK
+16.0%
+303.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.7% | +9.0% | -10.7% | -4.5% |
| 30D | -28.8% | -1.6% | -27.2% | -28.8% |
| 3M | -50.0% | -23.2% | -26.8% | -46.0% |
| 6M | -39.2% | -3.9% | -35.3% | -39.6% |
| YTD | -11.4% | -22.6% | +11.2% | -7.4% |
| 1Y | -11.7% | -5.3% | -6.4% | -13.4% |
| 3Y | +319.6% | +18.6% | +301.1% | +308.9% |
| All | +319.6% | +16.0% | +303.7% | +308.9% |
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