+267.2%
ALAB vs CFG
+115.0%
+152.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +26.9% | +1.6% | +25.3% | +25.9% |
| 30D | -30.0% | +3.3% | -33.3% | -31.0% |
| 3M | -28.5% | -11.5% | -17.0% | -23.0% |
| 6M | +11.4% | +6.2% | +5.2% | +6.2% |
| YTD | +36.9% | +14.3% | +22.7% | +24.2% |
| 1Y | +44.4% | +26.7% | +17.6% | +22.3% |
| All | +267.2% | +115.0% | +152.2% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling