+189.3%
ALAB vs CI
-9.9%
+199.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.3% | -18.3% | -20.2% |
| 7D | -38.2% | +1.0% | -39.2% | -38.0% |
| 30D | -54.0% | +9.9% | -63.8% | -51.7% |
| 3M | -43.6% | +12.1% | -55.7% | -40.2% |
| 6M | -16.8% | +10.6% | -27.4% | -11.4% |
| YTD | +7.9% | +11.4% | -3.5% | +15.5% |
| 1Y | -1.4% | +18.8% | -20.1% | +8.1% |
| All | +189.3% | -9.9% | +199.2% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling