+580.1%
CAG vs ALK
+817.3%
-237.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -2.3% |
| 7D | -1.8% | +2.6% | -4.3% | -2.0% |
| 30D | +9.7% | +7.8% | +1.9% | +8.8% |
| 3M | +0.5% | -15.2% | +15.7% | +1.8% |
| 6M | +8.9% | +5.0% | +3.9% | +7.8% |
| YTD | -8.4% | -18.4% | +10.1% | -7.7% |
| 1Y | -8.3% | -2.4% | -5.9% | -9.3% |
| 3Y | -36.1% | +19.8% | -55.9% | -39.2% |
| 5Y | -40.1% | -27.8% | -12.4% | -40.9% |
| 10Y | -36.9% | -42.0% | +5.1% | -39.1% |
| All | +580.1% | +817.3% | -237.2% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling