+290.3%
CG vs ALK
-41.7%
+332.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.2% | +9.0% | -10.2% | -4.6% |
| 30D | +5.0% | -1.6% | +6.7% | +5.5% |
| 3M | -18.2% | -23.2% | +5.0% | -9.7% |
| 6M | -20.7% | -3.9% | -16.8% | -21.0% |
| YTD | -31.4% | -22.6% | -8.8% | -26.5% |
| 1Y | -22.3% | -5.3% | -16.9% | -23.4% |
| 3Y | +50.2% | +18.6% | +31.6% | +30.0% |
| 5Y | -22.1% | -34.4% | +12.3% | -16.2% |
| All | +290.3% | -41.7% | +332.0% | +260.3% |
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