+175.9%
CFG vs ALK
+15.2%
+160.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.1% |
| 7D | -2.2% | +7.1% | -9.2% | -4.4% |
| 30D | +0.4% | -3.0% | +3.4% | +1.0% |
| 3M | -12.6% | -25.6% | +13.1% | -4.6% |
| 6M | +0.6% | +0.5% | +0.1% | -1.7% |
| YTD | +12.4% | -23.1% | +35.5% | +18.6% |
| 1Y | +27.7% | -7.5% | +35.2% | +25.5% |
| All | +175.9% | +15.2% | +160.6% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling