+295.1%
CG vs ALK
-41.4%
+336.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -3.8% | +2.6% | -6.4% | -4.7% |
| 30D | +7.5% | +7.8% | -0.3% | +4.2% |
| 3M | -14.4% | -15.2% | +0.9% | -9.0% |
| 6M | -15.7% | +5.0% | -20.7% | -18.8% |
| YTD | -29.0% | -18.4% | -10.5% | -25.4% |
| 1Y | -22.1% | -2.4% | -19.7% | -24.0% |
| 3Y | +49.1% | +19.8% | +29.4% | +28.7% |
| 5Y | -18.4% | -27.8% | +9.4% | -15.3% |
| 10Y | +295.1% | -42.0% | +337.0% | +256.6% |
| All | +295.1% | -41.4% | +336.5% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling