+1,444.5%
CRS vs ALK
-25.3%
+1,469.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.0% |
| 7D | -0.2% | -0.7% | +0.4% | 0.0% |
| 30D | -16.6% | -19.2% | +2.6% | -9.2% |
| 3M | -3.5% | -1.5% | -1.9% | -4.1% |
| 6M | +15.4% | -13.1% | +28.5% | +19.5% |
| YTD | +51.2% | -16.4% | +67.6% | +57.3% |
| 1Y | +98.3% | -33.1% | +131.4% | +125.0% |
| 3Y | +651.5% | +0.6% | +650.9% | +554.8% |
| All | +1,444.5% | -25.3% | +1,469.8% | +1,448.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling