+248.5%
ALAB vs CAG
-38.2%
+286.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.9% |
| 7D | -7.5% | +6.6% | -14.1% | -1.7% |
| 30D | -36.8% | +13.9% | -50.7% | -28.1% |
| 3M | -31.9% | +4.0% | -35.9% | -27.1% |
| 6M | +8.2% | +10.0% | -1.8% | +25.9% |
| YTD | +29.9% | -6.1% | +36.1% | +40.6% |
| 1Y | +24.4% | -4.3% | +28.7% | +36.1% |
| All | +248.5% | -38.2% | +286.7% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling