+765.7%
CRS vs ALK
-34.8%
+800.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.7% | +9.0% | -10.7% | -5.3% |
| 30D | -28.8% | -1.6% | -27.2% | -29.0% |
| 3M | -50.0% | -23.2% | -26.8% | -45.1% |
| 6M | -39.2% | -3.9% | -35.3% | -39.9% |
| YTD | -11.4% | -22.6% | +11.2% | -6.0% |
| 1Y | -11.7% | -5.3% | -6.4% | -14.4% |
| 3Y | +319.6% | +18.6% | +301.1% | +224.3% |
| All | +765.7% | -34.8% | +800.4% | +797.1% |
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