+320.1%
CG vs ALK
-37.5%
+357.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.1% | -0.5% | +3.8% |
| 7D | +3.0% | +8.9% | -5.9% | -0.4% |
| 30D | +10.1% | +5.9% | +4.2% | +7.5% |
| 3M | -10.8% | -16.5% | +5.7% | -4.8% |
| 6M | -15.2% | +2.1% | -17.3% | -17.5% |
| YTD | -26.9% | -17.1% | -9.8% | -23.8% |
| 1Y | -17.0% | -2.9% | -14.2% | -19.0% |
| 3Y | +54.6% | +24.5% | +30.2% | +31.4% |
| 5Y | -16.7% | -29.1% | +12.4% | -13.2% |
| 10Y | +320.1% | -39.1% | +359.2% | +273.1% |
| All | +320.1% | -37.5% | +357.6% | +273.1% |
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