+17.1%
ALAB vs CFG
+27.1%
-10.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | -26.3% | -0.9% | -25.4% | -25.7% |
| 30D | -50.1% | +1.1% | -51.2% | -50.1% |
| 3M | -42.5% | -12.0% | -30.5% | -38.6% |
| 6M | -10.8% | -2.2% | -8.6% | -11.1% |
| YTD | +14.6% | +11.4% | +3.2% | +9.5% |
| 1Y | +17.1% | +27.8% | -10.7% | 0.0% |
| All | +17.1% | +27.1% | -10.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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