+24.5%
ALAB vs CI
+21.2%
+3.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.8% | -1.7% |
| 7D | -24.9% | +3.5% | -28.4% | -22.7% |
| 30D | -38.4% | +12.6% | -51.0% | -32.2% |
| 3M | -38.3% | +12.1% | -50.3% | -32.1% |
| 6M | +10.9% | +10.6% | +0.4% | +21.8% |
| YTD | +34.2% | +12.8% | +21.4% | +48.8% |
| 1Y | +24.5% | +18.0% | +6.5% | +41.2% |
| All | +24.5% | +21.2% | +3.3% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling