-17.2%
CG vs ALK
-27.8%
+10.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | +2.0% | +12.9% | -11.0% | -3.8% |
| 30D | +8.5% | +5.5% | +3.0% | +5.5% |
| 3M | -12.1% | -12.1% | 0.0% | -7.2% |
| 6M | -16.4% | +1.7% | -18.2% | -19.3% |
| YTD | -28.0% | -17.4% | -10.5% | -24.2% |
| 1Y | -18.9% | -1.9% | -17.0% | -22.2% |
| 3Y | +51.2% | +21.2% | +30.0% | +15.7% |
| All | -17.2% | -27.8% | +10.5% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling