+207.4%
ALAB vs CFG
+109.7%
+97.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.8% |
| 7D | -26.3% | -0.9% | -25.4% | -25.7% |
| 30D | -50.1% | +1.1% | -51.2% | -50.3% |
| 3M | -42.5% | -12.0% | -30.5% | -37.9% |
| 6M | -10.8% | -2.2% | -8.6% | -10.6% |
| YTD | +14.6% | +11.4% | +3.2% | +5.4% |
| 1Y | +17.1% | +27.8% | -10.7% | -1.6% |
| All | +207.4% | +109.7% | +97.8% | +125.9% |
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