+320.3%
CFG vs ALK
-3.9%
+324.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.6% |
| 7D | -2.2% | +7.1% | -9.2% | -5.6% |
| 30D | +0.4% | -3.0% | +3.4% | +1.2% |
| 3M | -12.6% | -25.6% | +13.1% | -0.5% |
| 6M | +0.6% | +0.5% | +0.1% | -3.1% |
| YTD | +12.4% | -23.1% | +35.5% | +20.3% |
| 1Y | +27.7% | -7.5% | +35.2% | +23.7% |
| 3Y | +172.4% | +15.3% | +157.1% | +114.3% |
| 5Y | +64.0% | -34.8% | +98.7% | +70.9% |
| 10Y | +252.8% | -41.2% | +294.0% | +224.7% |
| All | +320.3% | -3.9% | +324.2% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling