-33.8%
CAG vs ALK
-39.2%
+5.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -6.6% | -3.0% | -3.7% | -6.4% |
| 30D | +2.3% | -14.6% | +16.9% | +3.6% |
| 3M | +16.3% | -10.6% | +26.9% | +17.1% |
| 6M | -16.0% | -6.7% | -9.3% | -16.1% |
| YTD | -7.7% | -19.8% | +12.1% | -6.8% |
| 1Y | -16.0% | -35.2% | +19.2% | -13.7% |
| 3Y | -37.7% | +1.4% | -39.1% | -40.0% |
| 5Y | -41.2% | -30.7% | -10.6% | -41.8% |
| 10Y | -33.8% | -37.4% | +3.6% | -35.9% |
| All | -33.8% | -39.2% | +5.4% | -35.9% |
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 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