+4,100.0%
CMG vs ALK
+495.5%
+3,604.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.0% |
| 7D | -2.8% | -0.7% | -2.2% | -2.6% |
| 30D | +7.1% | -19.2% | +26.4% | +13.2% |
| 3M | +31.2% | -1.5% | +32.7% | +30.3% |
| 6M | +0.7% | -13.1% | +13.7% | +2.4% |
| YTD | -0.1% | -16.4% | +16.3% | +2.4% |
| 1Y | -10.7% | -33.1% | +22.3% | -3.3% |
| 3Y | -4.7% | +0.6% | -5.3% | -11.5% |
| 5Y | -3.8% | -26.4% | +22.6% | -4.3% |
| 10Y | +352.5% | -34.2% | +386.6% | +314.8% |
| All | +4,100.0% | +495.5% | +3,604.5% | +1,494.9% |
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 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