+249.6%
ALAB vs CG
+0.4%
+249.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.6% | +7.1% | +8.9% |
| 7D | -5.6% | +3.0% | -8.6% | -6.8% |
| 30D | -36.6% | +10.1% | -46.8% | -40.8% |
| 3M | -35.1% | -10.8% | -24.3% | -29.9% |
| 6M | +8.5% | -15.2% | +23.8% | +20.2% |
| YTD | +30.4% | -26.9% | +57.3% | +61.1% |
| 1Y | +31.0% | -17.0% | +48.1% | +45.4% |
| All | +249.6% | +0.4% | +249.2% | +229.8% |
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