-41.2%
CAG vs ALK
-28.1%
-13.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 3M | +16.3% | -10.6% | +26.9% | +16.9% |
| 6M | -16.0% | -6.7% | -9.3% | -16.1% |
| YTD | -7.7% | -19.8% | +12.1% | -7.1% |
| 1Y | -16.0% | -35.2% | +19.2% | -14.4% |
| 3Y | -37.7% | +1.4% | -39.1% | -40.0% |
| 5Y | -41.2% | -30.7% | -10.6% | -41.4% |
| All | -41.2% | -28.1% | -13.1% | -41.4% |
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