+57.2%
CVS vs ALK
-39.7%
+96.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -2.6% | +12.9% | -15.6% | -4.7% |
| 30D | +4.0% | +5.5% | -1.5% | +2.7% |
| 3M | -6.3% | -12.1% | +5.8% | -4.9% |
| 6M | -0.4% | +1.7% | -2.1% | -2.1% |
| YTD | +15.6% | -17.4% | +33.0% | +16.4% |
| 1Y | +18.3% | -1.9% | +20.3% | +15.2% |
| 3Y | +47.3% | +21.2% | +26.0% | +31.5% |
| 5Y | +13.2% | -27.8% | +41.0% | +9.9% |
| 10Y | +57.2% | -41.0% | +98.2% | +42.7% |
| All | +57.2% | -39.7% | +96.9% | +42.7% |
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 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