-6.0%
CMG vs ALK
+4.2%
-10.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.0% |
| 7D | -2.8% | -0.7% | -2.2% | -2.7% |
| 30D | +7.1% | -19.2% | +26.4% | +12.3% |
| 3M | +31.2% | -1.5% | +32.7% | +30.2% |
| 6M | +0.7% | -13.1% | +13.7% | +2.1% |
| YTD | -0.1% | -16.4% | +16.3% | +2.1% |
| 1Y | -10.7% | -33.1% | +22.3% | -5.1% |
| All | -6.0% | +4.2% | -10.3% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling