+102.5%
CFG vs ALK
-25.3%
+127.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -3.8% | -19.2% | +15.4% | +4.5% |
| 3M | +11.5% | -1.5% | +13.0% | +10.4% |
| 6M | +19.2% | -13.1% | +32.2% | +22.3% |
| YTD | +23.7% | -16.4% | +40.1% | +28.2% |
| 1Y | +38.8% | -33.1% | +71.9% | +57.7% |
| 3Y | +178.9% | +0.6% | +178.3% | +141.4% |
| All | +102.5% | -25.3% | +127.8% | +101.1% |
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 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