+400.4%
ALAB vs CI
-16.0%
+416.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +9.2% |
| 7D | +7.2% | +1.3% | +5.9% | +8.0% |
| 30D | -2.5% | +4.4% | -7.0% | -0.6% |
| 3M | -13.3% | +0.7% | -14.0% | -12.1% |
| 6M | +172.8% | +0.3% | +172.5% | +176.7% |
| YTD | +86.6% | +3.8% | +82.8% | +92.0% |
| 1Y | +65.2% | -5.5% | +70.6% | +66.3% |
| All | +400.4% | -16.0% | +416.4% | +406.7% |
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