+274.8%
CG vs ALK
-45.9%
+320.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.6% |
| 7D | +0.2% | -1.2% | +1.4% | +0.7% |
| 30D | +11.2% | +7.7% | +3.5% | +7.9% |
| 3M | -22.1% | -19.0% | -3.1% | -15.7% |
| 6M | -17.9% | -0.2% | -17.7% | -19.4% |
| YTD | -31.3% | -23.5% | -7.8% | -26.0% |
| 1Y | -24.0% | -9.1% | -14.8% | -23.7% |
| 3Y | +45.0% | +12.0% | +32.9% | +28.5% |
| 5Y | -22.6% | -30.9% | +8.2% | -18.1% |
| All | +274.8% | -45.9% | +320.7% | +252.4% |
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