+362.4%
CFG vs ALK
+4.4%
+358.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -3.8% | -19.2% | +15.4% | +6.1% |
| 3M | +11.5% | -1.5% | +13.0% | +10.2% |
| 6M | +19.2% | -13.1% | +32.2% | +22.3% |
| YTD | +23.7% | -16.4% | +40.1% | +28.3% |
| 1Y | +38.8% | -33.1% | +71.9% | +59.2% |
| 3Y | +178.9% | +0.6% | +178.3% | +139.9% |
| 5Y | +101.8% | -26.4% | +128.2% | +99.1% |
| 10Y | +317.3% | -34.2% | +351.4% | +267.8% |
| All | +362.4% | +4.4% | +358.0% | +263.9% |
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 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