+64.0%
CFG vs ALK
-33.9%
+97.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.9% |
| 7D | -2.2% | +7.1% | -9.2% | -5.0% |
| 30D | +0.4% | -3.0% | +3.4% | +1.1% |
| 3M | -12.6% | -25.6% | +13.1% | -2.5% |
| 6M | +0.6% | +0.5% | +0.1% | -2.5% |
| YTD | +12.4% | -23.1% | +35.5% | +19.7% |
| 1Y | +27.7% | -7.5% | +35.2% | +24.4% |
| 3Y | +172.4% | +15.3% | +157.1% | +113.2% |
| 5Y | +64.0% | -34.8% | +98.7% | +73.2% |
| All | +64.0% | -33.9% | +97.9% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling