+257.6%
ALAB vs CG
-5.6%
+263.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -3.4% |
| 7D | +16.3% | +0.2% | +16.1% | +16.3% |
| 30D | -26.1% | +11.2% | -37.3% | -31.7% |
| 3M | -31.3% | -22.1% | -9.2% | -17.9% |
| 6M | -1.0% | -17.9% | +16.9% | +12.1% |
| YTD | +33.3% | -31.3% | +64.6% | +72.1% |
| 1Y | +53.5% | -24.0% | +77.5% | +82.0% |
| All | +257.6% | -5.6% | +263.2% | +252.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling