+237.6%
CFG vs ALK
-41.7%
+279.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -0.9% | +9.0% | -9.9% | -5.3% |
| 30D | +1.1% | -1.6% | +2.7% | +1.2% |
| 3M | -12.0% | -23.2% | +11.2% | -1.0% |
| 6M | -2.2% | -3.9% | +1.6% | -3.9% |
| YTD | +11.4% | -22.6% | +34.0% | +19.0% |
| 1Y | +27.8% | -5.3% | +33.2% | +22.0% |
| 3Y | +173.3% | +18.6% | +154.7% | +107.6% |
| 5Y | +62.4% | -34.4% | +96.8% | +68.4% |
| All | +237.6% | -41.7% | +279.3% | +196.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling