+11.8%
CG vs ALK
-25.3%
+37.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.4% |
| 7D | -4.3% | -0.7% | -3.7% | -4.0% |
| 30D | -5.1% | -19.2% | +14.1% | +4.6% |
| 3M | +8.7% | -1.5% | +10.2% | +7.8% |
| 6M | -9.2% | -13.1% | +3.8% | -6.0% |
| YTD | -18.9% | -16.4% | -2.4% | -14.8% |
| 1Y | -25.6% | -33.1% | +7.4% | -13.2% |
| 3Y | +57.3% | +0.6% | +56.7% | +38.4% |
| All | +11.8% | -25.3% | +37.0% | +10.5% |
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