+25.0%
ALAB vs CMG
-6.5%
+31.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -6.2% | -2.1% | -4.1% | -6.2% |
| 30D | -8.7% | +10.9% | -19.6% | -8.8% |
| 3M | -20.7% | +15.8% | -36.6% | -21.9% |
| 6M | +133.5% | +6.9% | +126.6% | +133.4% |
| YTD | +75.1% | -2.2% | +77.2% | +78.1% |
| 1Y | +25.0% | -7.1% | +32.1% | +25.4% |
| All | +25.0% | -6.5% | +31.5% | +25.4% |
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