+283.0%
CG vs ALK
+160.7%
+122.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.2% | -3.3% | -5.3% |
| 7D | -1.5% | +7.1% | -8.6% | -4.1% |
| 30D | +2.8% | -3.0% | +5.8% | +3.8% |
| 3M | -19.2% | -25.6% | +6.4% | -10.1% |
| 6M | -21.0% | +0.5% | -21.5% | -22.6% |
| YTD | -31.0% | -23.1% | -7.9% | -26.1% |
| 1Y | -21.1% | -7.5% | -13.5% | -21.4% |
| 3Y | +48.8% | +15.3% | +33.5% | +31.6% |
| 5Y | -21.5% | -34.8% | +13.3% | -15.3% |
| 10Y | +298.1% | -41.2% | +339.3% | +285.3% |
| All | +283.0% | +160.7% | +122.3% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling