+65.2%
ALAB vs CG
-24.3%
+89.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.4% |
| 7D | +7.2% | -4.3% | +11.5% | +9.1% |
| 30D | -2.5% | -5.1% | +2.6% | -0.7% |
| 3M | -13.3% | +8.7% | -22.0% | -16.5% |
| 6M | +172.8% | -9.2% | +182.1% | +183.8% |
| YTD | +86.6% | -18.9% | +105.4% | +103.1% |
| 1Y | +65.2% | -25.6% | +90.8% | +108.7% |
| All | +65.2% | -24.3% | +89.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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