+40.1%
ALAB vs CAG
-16.0%
+56.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.0% |
| 7D | +9.6% | -6.6% | +16.2% | +2.4% |
| 30D | -5.3% | +2.3% | -7.6% | -2.6% |
| 3M | -12.0% | +16.3% | -28.4% | +6.2% |
| 6M | +145.7% | -16.0% | +161.8% | +134.9% |
| YTD | +80.7% | -7.7% | +88.4% | +87.6% |
| 1Y | +40.1% | -16.0% | +56.2% | +35.4% |
| All | +40.1% | -16.0% | +56.2% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling