+207.4%
ALAB vs CSGP
-67.9%
+275.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.7% | +10.9% | +5.6% |
| 7D | -26.3% | +1.3% | -27.5% | -26.0% |
| 30D | -50.1% | +10.7% | -60.8% | -49.6% |
| 3M | -42.5% | +3.3% | -45.7% | -42.1% |
| 6M | -10.8% | -10.3% | -0.5% | -8.6% |
| YTD | +14.6% | -54.6% | +69.2% | +45.0% |
| 1Y | +17.1% | -54.6% | +71.8% | +47.6% |
| All | +207.4% | -67.9% | +275.3% | +334.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling