+207.4%
ALAB vs CG
-5.8%
+213.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +6.9% | +6.7% |
| 7D | -26.3% | -1.2% | -25.1% | -25.3% |
| 30D | -50.1% | +5.0% | -55.1% | -52.0% |
| 3M | -42.5% | -18.2% | -24.3% | -34.1% |
| 6M | -10.8% | -20.7% | +9.9% | +3.6% |
| YTD | +14.6% | -31.4% | +46.1% | +47.9% |
| 1Y | +17.1% | -22.3% | +39.4% | +35.8% |
| All | +207.4% | -5.8% | +213.2% | +202.9% |
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