+219.8%
CFG vs ALK
-41.4%
+261.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -0.8% | +2.6% | -3.4% | -2.1% |
| 30D | +3.1% | +7.8% | -4.7% | -1.3% |
| 3M | -9.7% | -15.2% | +5.5% | -3.3% |
| 6M | +6.7% | +5.0% | +1.7% | +0.3% |
| YTD | +15.2% | -18.4% | +33.6% | +19.8% |
| 1Y | +28.8% | -2.4% | +31.2% | +21.1% |
| 3Y | +190.1% | +19.8% | +170.3% | +120.2% |
| 5Y | +63.4% | -27.8% | +91.2% | +60.9% |
| 10Y | +219.8% | -42.0% | +261.7% | +183.0% |
| All | +219.8% | -41.4% | +261.2% | +183.0% |
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