+365.7%
ALAB vs CMG
-37.1%
+402.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | +3.2% | -1.5% | +4.7% | +3.4% |
| 30D | -13.6% | +12.7% | -26.3% | -16.1% |
| 3M | -16.6% | +26.3% | -42.9% | -23.1% |
| 6M | +142.3% | +4.5% | +137.8% | +136.4% |
| YTD | +73.6% | -0.1% | +73.7% | +72.3% |
| 1Y | +33.7% | -6.8% | +40.4% | +34.6% |
| All | +365.7% | -37.1% | +402.7% | +394.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling