+52.0%
CVS vs ALK
-37.5%
+89.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | +0.6% |
| 7D | -3.7% | +8.9% | -12.6% | -5.2% |
| 30D | -0.3% | +5.9% | -6.3% | -1.7% |
| 3M | -10.3% | -16.5% | +6.3% | -8.2% |
| 6M | -4.6% | +2.1% | -6.7% | -6.3% |
| YTD | +10.7% | -17.1% | +27.8% | +11.4% |
| 1Y | +11.2% | -2.9% | +14.1% | +8.5% |
| 3Y | +43.0% | +24.5% | +18.6% | +27.0% |
| 5Y | +8.6% | -29.1% | +37.7% | +5.9% |
| 10Y | +52.0% | -39.1% | +91.1% | +37.5% |
| All | +52.0% | -37.5% | +89.4% | +37.5% |
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