+24.8%
ALAB vs CI
+15.8%
+9.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.7% | +13.0% | +14.3% |
| 7D | -5.6% | +0.1% | -5.7% | -5.4% |
| 30D | -36.6% | +4.7% | -41.3% | -33.9% |
| 3M | -35.1% | +5.2% | -40.3% | -31.6% |
| 6M | +8.5% | +3.8% | +4.8% | +15.6% |
| YTD | +30.4% | +9.2% | +21.1% | +41.8% |
| All | +24.8% | +15.8% | +9.0% | +46.0% |
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