+400.4%
ALAB vs CG
+11.5%
+388.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +11.0% |
| 7D | +7.2% | -4.3% | +11.5% | +10.7% |
| 30D | -2.5% | -5.1% | +2.6% | +0.6% |
| 3M | -13.3% | +8.7% | -22.0% | -19.8% |
| 6M | +172.8% | -9.2% | +182.1% | +186.4% |
| YTD | +86.6% | -18.9% | +105.4% | +113.7% |
| 1Y | +65.2% | -25.6% | +90.8% | +103.1% |
| All | +400.4% | +11.5% | +388.9% | +337.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling