-8.3%
CAG vs ALK
-3.2%
-5.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -2.3% |
| 7D | -1.8% | +2.6% | -4.3% | -1.9% |
| 30D | +9.7% | +7.8% | +1.9% | +8.7% |
| 3M | +0.5% | -15.2% | +15.7% | +0.4% |
| 6M | +8.9% | +5.0% | +3.9% | +8.0% |
| YTD | -8.4% | -18.4% | +10.1% | -10.1% |
| 1Y | -8.3% | -2.4% | -5.9% | -12.5% |
| All | -8.3% | -3.2% | -5.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling