+248.5%
ALAB vs CG
-1.0%
+249.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.7% |
| 7D | -7.5% | +2.0% | -9.4% | -7.9% |
| 30D | -36.8% | +8.5% | -45.4% | -40.4% |
| 3M | -31.9% | -12.1% | -19.7% | -25.7% |
| 6M | +8.2% | -16.4% | +24.6% | +21.1% |
| YTD | +29.9% | -28.0% | +57.9% | +62.3% |
| 1Y | +24.4% | -18.9% | +43.3% | +40.5% |
| All | +248.5% | -1.0% | +249.5% | +232.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling