+208.5%
CFG vs ALK
-45.9%
+254.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.6% |
| 30D | +5.1% | +7.7% | -2.6% | +0.6% |
| 3M | -11.2% | -19.0% | +7.7% | -2.8% |
| 6M | +9.6% | -0.2% | +9.8% | +5.5% |
| YTD | +15.0% | -23.5% | +38.5% | +23.3% |
| 1Y | +29.9% | -9.1% | +39.0% | +26.5% |
| 3Y | +192.1% | +12.0% | +180.1% | +129.0% |
| 5Y | +62.3% | -30.9% | +93.1% | +62.9% |
| All | +208.5% | -45.9% | +254.4% | +187.2% |
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