-39.2%
CAG vs ALK
-29.1%
-10.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -0.2% |
| 7D | +4.6% | +8.9% | -4.3% | +3.9% |
| 30D | +14.7% | +5.9% | +8.7% | +14.0% |
| 3M | +2.4% | -16.5% | +18.9% | +3.2% |
| 6M | +10.7% | +2.1% | +8.6% | +10.0% |
| YTD | -5.5% | -17.1% | +11.6% | -5.3% |
| 1Y | -4.6% | -2.9% | -1.7% | -5.6% |
| 3Y | -34.4% | +24.5% | -58.9% | -38.1% |
| 5Y | -39.2% | -29.1% | -10.0% | -38.4% |
| All | -39.2% | -29.1% | -10.1% | -38.4% |
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