-23.4%
CG vs ALK
-31.3%
+7.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -2.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | +5.7% | +3.3% | +2.4% | +3.9% |
| 3M | -17.9% | -17.6% | -0.3% | -10.5% |
| 6M | -20.2% | +0.8% | -21.0% | -22.6% |
| YTD | -32.0% | -22.4% | -9.6% | -26.3% |
| 1Y | -27.0% | -10.1% | -17.0% | -26.9% |
| 3Y | +42.8% | +14.0% | +28.8% | +12.4% |
| 5Y | -23.4% | -29.8% | +6.4% | -19.7% |
| All | -23.4% | -31.3% | +7.8% | -19.7% |
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