+400.4%
ALAB vs CAG
-37.7%
+438.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +9.1% |
| 7D | +7.2% | -3.8% | +11.0% | +4.3% |
| 30D | -2.5% | +3.1% | -5.7% | +0.2% |
| 3M | -13.3% | +23.5% | -36.8% | +4.3% |
| 6M | +172.8% | -14.8% | +187.7% | +167.9% |
| YTD | +86.6% | -5.4% | +92.0% | +96.3% |
| 1Y | +65.2% | -11.8% | +77.0% | +68.9% |
| All | +400.4% | -37.7% | +438.1% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling