+14.8%
CMG vs ALK
+2.0%
+12.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.2% |
| 7D | +4.1% | +2.6% | +1.5% | +3.6% |
| 30D | +20.5% | +7.8% | +12.7% | +18.5% |
| 3M | +14.5% | -15.2% | +29.7% | +15.2% |
| 6M | +14.8% | +5.0% | +9.7% | +10.6% |
| All | +14.8% | +2.0% | +12.8% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling