+24.5%
ALAB vs CSGP
-53.2%
+77.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.5% | -2.3% |
| 7D | -24.9% | +18.3% | -43.2% | -17.3% |
| 30D | -38.4% | +17.8% | -56.2% | -31.3% |
| 3M | -38.3% | +9.3% | -47.5% | -32.8% |
| 6M | +10.9% | -7.9% | +18.9% | +22.7% |
| YTD | +34.2% | -51.5% | +85.8% | +50.3% |
| 1Y | +24.5% | -53.3% | +77.8% | +42.3% |
| All | +24.5% | -53.2% | +77.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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