+207.4%
ALAB vs CI
-12.3%
+219.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +5.0% |
| 7D | -26.3% | -1.6% | -24.7% | -26.8% |
| 30D | -50.1% | +5.4% | -55.5% | -48.6% |
| 3M | -42.5% | +7.3% | -49.7% | -40.1% |
| 6M | -10.8% | +5.3% | -16.1% | -6.8% |
| YTD | +14.6% | +8.5% | +6.2% | +21.3% |
| 1Y | +17.1% | +17.1% | 0.0% | +27.4% |
| All | +207.4% | -12.3% | +219.7% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling