+65.2%
ALAB vs CMG
-11.4%
+76.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +9.7% |
| 7D | +7.2% | -2.8% | +10.0% | +7.1% |
| 30D | -2.5% | +7.1% | -9.7% | -2.3% |
| 3M | -13.3% | +31.2% | -44.5% | -13.8% |
| 6M | +172.8% | +0.7% | +172.2% | +175.7% |
| YTD | +86.6% | -0.1% | +86.7% | +90.0% |
| 1Y | +65.2% | -10.7% | +75.9% | +68.3% |
| All | +65.2% | -11.4% | +76.6% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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