+53.5%
ALAB vs CFG
+28.3%
+25.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +16.3% | +3.2% | +13.1% | +14.7% |
| 30D | -26.1% | +5.1% | -31.3% | -27.3% |
| 3M | -31.3% | -11.2% | -20.0% | -27.2% |
| 6M | -1.0% | +9.6% | -10.6% | -6.8% |
| YTD | +33.3% | +15.0% | +18.4% | +29.0% |
| 1Y | +53.5% | +29.9% | +23.7% | +44.7% |
| All | +53.5% | +28.3% | +25.2% | +44.7% |
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