+37.8%
ALAB vs CI
+18.5%
+19.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.4% |
| 7D | +3.4% | -1.3% | +4.7% | +2.2% |
| 30D | -28.8% | +6.4% | -35.1% | -24.7% |
| 3M | -26.0% | +10.7% | -36.7% | -19.1% |
| 6M | +11.4% | +5.5% | +5.9% | +20.3% |
| YTD | +38.8% | +11.4% | +27.4% | +52.8% |
| 1Y | +37.8% | +15.0% | +22.8% | +53.8% |
| All | +37.8% | +18.5% | +19.4% | +53.8% |
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