+31.9%
CVS vs ALK
-25.3%
+57.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +4.0% | -0.7% | +4.6% | +4.0% |
| 30D | -2.4% | -19.2% | +16.8% | -0.3% |
| 3M | +2.7% | -1.5% | +4.2% | +2.4% |
| 6M | +21.9% | -13.1% | +34.9% | +22.7% |
| YTD | +24.7% | -16.4% | +41.2% | +25.7% |
| 1Y | +35.4% | -33.1% | +68.5% | +40.1% |
| 3Y | +65.2% | +0.6% | +64.6% | +55.9% |
| All | +31.9% | -25.3% | +57.2% | +26.9% |
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