+3,981.8%
CMG vs ALK
+488.5%
+3,493.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +8.0% | +12.9% | -4.9% | +4.5% |
| 30D | +13.7% | +5.5% | +8.2% | +11.8% |
| 3M | +11.8% | -12.1% | +23.9% | +15.0% |
| 6M | +10.6% | +1.7% | +8.8% | +8.1% |
| YTD | -2.9% | -17.4% | +14.5% | -0.5% |
| 1Y | +17.8% | -1.9% | +19.8% | +14.9% |
| 3Y | -15.3% | +21.2% | -36.6% | -25.4% |
| 5Y | -0.9% | -27.8% | +26.9% | -1.0% |
| 10Y | +358.4% | -41.0% | +399.4% | +331.9% |
| All | +3,981.8% | +488.5% | +3,493.4% | +1,449.4% |
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