+601.8%
CAG vs ALK
+839.9%
-238.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | +3.1% | -19.2% | +22.4% | +5.1% |
| 3M | +23.5% | -1.5% | +25.0% | +23.2% |
| 6M | -14.8% | -13.1% | -1.8% | -14.4% |
| YTD | -5.4% | -16.4% | +11.0% | -4.8% |
| 1Y | -11.8% | -33.1% | +21.3% | -9.5% |
| 3Y | -36.7% | +0.6% | -37.3% | -38.7% |
| 5Y | -40.3% | -26.4% | -13.9% | -41.1% |
| 10Y | -37.0% | -34.2% | -2.8% | -39.9% |
| All | +601.8% | +839.9% | -238.1% | +336.8% |
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