+400.4%
ALAB vs CFG
+132.8%
+267.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.8% | +9.8% |
| 7D | +7.2% | +1.5% | +5.7% | +6.2% |
| 30D | -2.5% | -3.8% | +1.3% | -0.1% |
| 3M | -13.3% | +11.5% | -24.8% | -19.7% |
| 6M | +172.8% | +19.2% | +153.6% | +141.0% |
| YTD | +86.6% | +23.7% | +62.9% | +61.4% |
| 1Y | +65.2% | +38.8% | +26.3% | +31.7% |
| All | +400.4% | +132.8% | +267.6% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling