+40.5%
CVS vs ALK
-38.6%
+79.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +0.4% | -18.5% | +18.8% | +3.6% |
| 3M | -0.4% | -3.6% | +3.1% | -0.5% |
| 6M | +25.1% | -3.7% | +28.8% | +24.1% |
| YTD | +23.9% | -19.0% | +42.9% | +25.8% |
| 1Y | +41.1% | -36.0% | +77.1% | +48.9% |
| 3Y | +63.6% | +2.3% | +61.3% | +51.7% |
| 5Y | +31.5% | -27.8% | +59.3% | +27.8% |
| 10Y | +40.5% | -39.0% | +79.5% | +24.2% |
| All | +40.5% | -38.6% | +79.1% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling