+358.7%
ALAB vs CMG
-38.5%
+397.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.4% |
| 7D | +0.6% | -3.8% | +4.4% | +1.4% |
| 30D | -8.8% | +12.9% | -21.7% | -11.7% |
| 3M | -14.0% | +18.8% | -32.8% | -19.4% |
| 6M | +144.3% | +4.1% | +140.2% | +137.7% |
| YTD | +71.0% | -2.4% | +73.4% | +70.5% |
| 1Y | +23.5% | -6.7% | +30.2% | +23.6% |
| All | +358.7% | -38.5% | +397.2% | +389.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling