+384.5%
ALAB vs CAG
-39.2%
+423.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.3% |
| 7D | +9.6% | -6.6% | +16.2% | +4.2% |
| 30D | -5.3% | +2.3% | -7.6% | -3.2% |
| 3M | -12.0% | +16.3% | -28.4% | +1.3% |
| 6M | +145.7% | -16.0% | +161.8% | +137.9% |
| YTD | +80.7% | -7.7% | +88.4% | +86.5% |
| 1Y | +40.1% | -16.0% | +56.2% | +39.0% |
| All | +384.5% | -39.2% | +423.7% | +329.1% |
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